Limit search to available items
Book Cover
E-book
Author Stripinis, Linas, author

Title Derivative-free DIRECT-type global optimization : applications and software / Linas Stripinis, Remigijus Paulavičius
Published Cham : Springer, [2023]
©2023

Copies

Description 1 online resource (x, 122 pages) : illustrations (chiefly color)
Series SpringerBriefs in optimization, 2191-575X
SpringerBriefs in optimization. 2191-575X
Contents Preface -- Chapter. 1. The Role of the DIRECT Algorithm in Derivative-Free Global Optimization -- Chapter. 2. Development of DIRECT-Type Algorithms -- Chapter. 3. Applications and Software
Summary After providing an in-depth introduction to derivative-free global optimization with various constraints, this book presents new original results from well-known experts on the subject. A primary focus of this book is the well-known class of deterministic DIRECT (DIviding RECTangle)-type algorithms. This book describes a new set of algorithms derived from newly developed partitioning, sampling, and selection approaches in the box- and generally-constrained global optimization, including extensions to multi-objective optimization. DIRECT-type optimization algorithms are discussed in terms of fundamental principles, potential, and boundaries of their applicability. The algorithms are analyzed from various perspectives to offer insight into their main features. This explains how and why they are effective at solving optimization problems. As part of this book, the authors also present several techniques for accelerating the DIRECT-type algorithms through parallelization and implementing efficient data structures by revealing the pros and cons of the design challenges involved. A collection of DIRECT-type algorithms described and analyzed in this book is available in DIRECTGO, a MATLAB toolbox on GitHub. Lastly, the authors demonstrate the performance of the algorithms for solving a wide range of global optimization problems with various constraints ranging from a few to hundreds of variables. Additionally, well-known practical problems from the literature are used to demonstrate the effectiveness of the developed algorithms. It is evident from these numerical results that the newly developed approaches are capable of solving problems with a wide variety of structures and complexity levels. Since implementations of the algorithms are publicly available, this monograph is full of examples showing how to use them and how to choose the most efficient ones, depending on the nature of the problem being solved. Therefore, many specialists, students, researchers, engineers, economists, computer scientists, operations researchers, and others will find this book interesting and helpful
Bibliography Includes bibliographical references
Notes Online resource; title from PDF title page (SpringerLink, viewed December 8, 2023)
Subject Nonconvex programming.
Algorithms.
algorithms.
Algorithms.
Nonconvex programming.
Form Electronic book
Author Paulavičius, Remigijus, author.
ISBN 9783031465376
3031465377