Available:*
Library | Item Barcode | Call Number | Material Type | Item Category 1 | Status |
---|---|---|---|---|---|
Searching... | 30000010205885 | TA342 C67 2009 | Open Access Book | Book | Searching... |
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Summary
Summary
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 to efficiently and rigorously solve optimization problems. Although readily accessible to readers with a modest background in computational mathematics, it is also intended to be of interest to researchers in the field. Introduction to Derivative-Free Optimization is the first contemporary comprehensive treatment of optimization without derivatives.
This book covers most of the relevant classes of algorithms from direct search to model-based approaches. It contains a comprehensive description of the sampling and modeling tools needed for derivative-free optimization; these tools allow the reader to better understand the convergent properties of the algorithms and identify their differences and similarities. Introduction to Derivative-Free Optimization also contains analysis of convergence for modified Nelder-Mead and implicit-filtering methods, as well as for model-based methods such as wedge methods and methods based on minimum-norm Frobenius models.
Table of Contents
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 |