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Introduction to Derivative-free Optimization Book

Introduction to Derivative-free Optimization
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Introduction to Derivative-free Optimization, The absence of derivatives, often combined with the presence of noise or lack of smoothness, is a major challenge for optimization. This book explains how sampling and model techniques are used in derivative-free methods and how these methods are designed, Introduction to Derivative-free Optimization
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  • Introduction to Derivative-free Optimization
  • Written by author A. R. Conn
  • Published by SIAM, 12/28/2008
  • The absence of derivatives, often combined with the presence of noise or lack of smoothness, is a major challenge for optimization. This book explains how sampling and model techniques are used in derivative-free methods and how these methods are designed
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Preface; 1. Introduction; Part I. Sampling and Modeling: 2. Sampling and linear models; 3. Interpolating nonlinear models; 4. Regression nonlinear models; 5. Underdetermined interpolating models; 6. Ensuring well poisedness and suitable derivative-free models; Part II. Frameworks and Algorithms: 7. Directional direct-search methods; 8. Simplicial direct-search methods; 9. Line-search methods based on simplex derivatives; 10. Trust-region methods based on derivative-free models; 11. Trust-region interpolation-based methods; Part III. Review of Other Topics: 12. Review of surrogate model management; 13. Review of constrained and other extensions to derivative-free optimization; Appendix: software for derivative-free optimization; Bibliography; Index.


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Introduction to Derivative-free Optimization, The absence of derivatives, often combined with the presence of noise or lack of smoothness, is a major challenge for optimization. This book explains how sampling and model techniques are used in derivative-free methods and how these methods are designed, Introduction to Derivative-free Optimization

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Introduction to Derivative-free Optimization, The absence of derivatives, often combined with the presence of noise or lack of smoothness, is a major challenge for optimization. This book explains how sampling and model techniques are used in derivative-free methods and how these methods are designed, Introduction to Derivative-free Optimization

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Introduction to Derivative-free Optimization, The absence of derivatives, often combined with the presence of noise or lack of smoothness, is a major challenge for optimization. This book explains how sampling and model techniques are used in derivative-free methods and how these methods are designed, Introduction to Derivative-free Optimization

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