Introduction to derivative-free optimization

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Last edited by ImportBot
December 20, 2023 | History

Introduction to derivative-free optimization

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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.

Publish Date
Language
English
Pages
277

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Previews available in: English

Edition Availability
Cover of: Introduction to derivative-free optimization
Introduction to derivative-free optimization
2008, Society for Industrial and Applied Mathematics
in English

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Book Details


Table of Contents

Introduction
Sampling and linear models
Interpolating nonlinear models
Regression nonlinear models
Underdetermined interpolating models
Ensuring well poisedness and 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.

Edition Notes

Includes bibliographical references.

Published in
Philadelphia
Series
MPS-SIAM series on optimization -- 8

Classifications

Dewey Decimal Class
519.6
Library of Congress
TA342 .C67 2008, TA342 .C67 2009

The Physical Object

Pagination
p. cm.
Number of pages
277

ID Numbers

Open Library
OL22502062M
Internet Archive
introductiontode00conn_380
ISBN 13
9780898716689
LCCN
2008038005
OCLC/WorldCat
424586540, 244660709
Library Thing
8699544

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
December 20, 2023 Edited by ImportBot import existing book
November 29, 2023 Edited by MARC Bot import existing book
February 25, 2022 Edited by ImportBot import existing book
December 20, 2020 Edited by MARC Bot import existing book
November 15, 2008 Created by ImportBot Imported from Library of Congress MARC record.