Introduction to derivative-free optimization
Title:
Introduction to derivative-free optimization
Author:
Conn, A. R. (Andrew R.)
ISBN:
9780898716689
Personal Author:
Publication Information:
Philadelphia : Society for Industrial and Applied Mathematics/Mathematical Programming Society, c2009.
Physical Description:
xii, 277 p. : ill. ; 26 cm.
Series:
MPS-SIAM series on optimization ; 8
MPS-SIAM series on optimization ; 8.
Contents:
Introduction -- Sampling and linear models -- Interpolating nonlinear models -- Regression nonlinear models -- Underdetermined interpolating models -- Ensuring well poisedness and suitable derivative-free models -- Directional direct-search methods -- Simplicial direct-search methods -- Line-search methods based on simplex derivatives -- Trust-region methods based on derivative-free models -- Trust-region interpolation-based methods -- Review of surrogate model management -- Review of constrained and other extensions to derivative-free optimization.
Abstract:
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.
Electronic Access:
Contributor biographical information http://www.loc.gov/catdir/enhancements/fy0913/2008038005-b.htmlPublisher description http://www.loc.gov/catdir/enhancements/fy0913/2008038005-d.html
Table of contents only http://www.loc.gov/catdir/enhancements/fy0913/2008038005-t.html
Table of contents http://bvbr.bib-bvb.de:8991/F?func.service&doc_library.BVB01&doc_number.017109790&line_number.0001&func_code.DB_RECORDS&service_type.MEDIA