Description 
xii, 277 pages : illustrations ; 26 cm 
Series 
MPSSIAM series on optimization ; 8 

MPSSIAM series on optimization ; 8

Contents 
Introduction  Sampling and linear models  Interpolating nonlinear models  Regression nonlinear models  Underdetermined interpolating models  Ensuring well poisedness and suitable derivativefree models  Directional directsearch methods  Simplicial directsearch methods  Linesearch methods based on simplex derivatives  Trustregion methods based on derivativefree models  Trustregion interpolationbased methods  Review of surrogate model management  Review of constrained and other extensions to derivativefree optimization 
Summary 
"This book is the first contemporary comprehensive treatment of optimization without derivatives, and it covers most of the relevant classes of algorithms from directsearch to modelbased approaches. It is intended for anyone interested in using optimization on problems where derivatives are difficult or impossible to obtain. Such audiences include chemical, mechanical, aeronautical, and electrical engineers, as well as economists, statisticians, operations researchers, management scientists, biological and medical researchers, and computer scientists. It is also appropriate for use in an advanced undergraduate or early graduatelevel course on optimization for students having a background in calculus, linear algebra, and numerical analysis."BOOK JACKET 
Notes 
"BKMP0008"Back cover 
Bibliography 
Includes bibliographical references (pages 255270) and index 
Subject 
Engineering mathematics.


Industrial engineering  Mathematics.


Mathematical models.


Mathematical optimization  Industrial applications.


Nonlinear theories.


Search theory.

Author 
Scheinberg, Katya.


Vicente, Luis N.


Society for Industrial and Applied Mathematics.

LC no. 
2008038005 
ISBN 
0898716683 

9780898716689 
