Research Catalog

Title

Introduction to derivative-free optimization / Andrew R. Conn, Katya Scheinberg, Luis N. Vicente.

Author

Conn, A. R. (Andrew R.)

Publication

Philadelphia : Society for Industrial and Applied Mathematics/Mathematical Programming Society, c2009.

Items in the Library & Off-site

Holdings

Details

Additional Authors

• Scheinberg, Katya
• Vicente, Luis N.

Description

xii, 277 p. : ill.; 26 cm.

Summary

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.

Series Statement

MPS-SIAM series on optimization ; 8

Uniform Title

MPS-SIAM series on optimization 8.

Subject

• Mathematical models
• Mathematical optimization > Industrial applications
• Engineering mathematics
• Industrial engineering > Mathematics
• Search theory
• Nonlinear theories
• Optimierung
• Angewandte Mathematik
• Mathematisches Modell
• Models, Theoretical
• Decision Theory

Bibliography (note)

• Includes bibliographical references (p. 255-270) and index.

Processing Action (note)

• committed to retain

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.

ISBN

• 9780898716689
• 0898716683

LCCN

^^2008038005

OCLC

244660709

Owning Institutions

Harvard Library