Introduction to derivative-free optimization
By: A.R. Conn, K. Scheinberg, L.N. Vicente.
Contributors: Scheinberg, K.; Vicente, L. N.
Series: MPS-SIAM series on optimization -- 8
Publisher: Society for Industrial and Applied Mathematics
Published: 2008
Place of publication: Philadelphia
Language: eng
Number of pages: 277
ISBN-13: 9780898716689
Subjects: Mathematical models; Mathematical optimization -- Industrial applications; Engineering mathematics; Industrial engineering -- Mathematics; Search theory; Nonlinear theories
Description: The absence of derivatives, often combined with the presence of noise or lack of smoothness, is a major challenge for optimisation. This book explains how sampling and model techniques are used in derivative-free methods and how these methods are designed to efficiently and rigorously solve optimisation problems.
Notes: Includes bibliographical references.
Table of contents: title: Introduction; title: Sampling and linear models; title: Interpolating nonlinear models; title: Regression nonlinear models; title: Underdetermined interpolating models; title: Ensuring well poisedness and derivative-free models; title: Directional direct-search methods; title: Simplicial direct-search methods; title: Line-search methods based on simplex derivatives; title: Trust-region methods based on derivative-free models; title: Trust-region interpolation-based methods; title: Review of surrogate model management; title: Review of constrained and other extensions to derivative-free optimization.