Book Cover
Author Conn, A. R. (Andrew R.)

Title Introduction to derivative-free optimization / Andrew R. Conn, Katya Scheinberg, Luis N. Vicente
Published Philadelphia : Society for Industrial and Applied Mathematics/Mathematical Programming Society, [2009]


Location Call no. Vol. Availability
 MELB  519.6 Con/Itd  AVAILABLE
 MELB  519.6 Con/Itd  AVAILABLE
Description xii, 277 pages : illustrations ; 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
Summary "This book is the first contemporary comprehensive treatment of optimization without derivatives, and it covers most of the relevant classes of algorithms from direct-search to model-based 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 graduate-level 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 255-270) 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