Derivative-free and Blackbox Optimizatio
β Charles Audet, Warren Hare
π Library
π
2017
π Springer
π English
β¦ LIBER β¦
π
Derivative-Free and Blackbox Optimization
β Scribed by Charles Audet,Warren Hare (auth.)
- Publisher
- Springer International Publishing
- Year
- 2017
- Tongue
- English
- Leaves
- 307
- Series
- Springer Series in Operations Research and Financial Engineering
- Edition
- 1
- Category
- Library
β¬ Acquire This Volume
No coin nor oath required. For personal study only.
β¦ Synopsis
This book is designed as a textbook, suitable for self-learning or for teaching an upper-year university course on derivative-free and blackbox optimization.
The book is split into 5 parts and is designed to be modular; any individual part depends only on the material in Part I. Part I of the book discusses what is meant by Derivative-Free and Blackbox Optimization, provides background material, and early basics while Part II focuses on heuristic methods (Genetic Algorithms and Nelder-Mead). Part III presents direct search methods (Generalized Pattern Search and Mesh Adaptive Direct Search) and Part IV focuses on model-based methods (Simplex Gradient and Trust Region). Part V discusses dealing with constraints, using surrogates, and bi-objective optimization.
End of chapter exercises are included throughout as well as 15 end of chapter projects and over 40 figures. Benchmarking techniques are also presented in the appendix.
β¦ Table of Contents
Front Matter ....Pages i-xviii
Front Matter ....Pages 1-1
Introduction: Tools and Challenges in Derivative-Free and Blackbox Optimization (Charles Audet, Warren Hare)....Pages 3-14
Mathematical Background (Charles Audet, Warren Hare)....Pages 15-31
The Beginnings of DFO Algorithms (Charles Audet, Warren Hare)....Pages 33-54
Front Matter ....Pages 55-55
Genetic Algorithms (Charles Audet, Warren Hare)....Pages 57-73
Nelder-Mead (Charles Audet, Warren Hare)....Pages 75-91
Front Matter ....Pages 93-93
Positive Bases and Nonsmooth Optimization (Charles Audet, Warren Hare)....Pages 95-114
Generalised Pattern Search (Charles Audet, Warren Hare)....Pages 115-134
Mesh Adaptive Direct Search (Charles Audet, Warren Hare)....Pages 135-156
Front Matter ....Pages 157-157
Building Linear and Quadratic Models (Charles Audet, Warren Hare)....Pages 159-181
Model-Based Descent (Charles Audet, Warren Hare)....Pages 183-200
Model-Based Trust Region (Charles Audet, Warren Hare)....Pages 201-218
Front Matter ....Pages 219-219
Variables and Constraints (Charles Audet, Warren Hare)....Pages 221-234
Optimization Using Surrogates and Models (Charles Audet, Warren Hare)....Pages 235-246
Biobjective Optimization (Charles Audet, Warren Hare)....Pages 247-262
Back Matter ....Pages 263-300
β¦ Subjects
Optimization
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