Derivative-free and blackbox optimization
β Scribed by Audet, Charles; Hare, Warren
- Publisher
- Springer International Publishing : Imprint : Springer
- Year
- 2017
- Tongue
- English
- Leaves
- 307
- Series
- Springer Series in Operations Research and Financial Engineering
- Category
- Library
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 Β Read more...
Abstract:
β¦ Table of Contents
Content: Part I: Introduction and Background Material --
Introduction: Tools and Challenges --
Mathematical Background --
The Beginnings of DFO Algorithms --
Part I: Some Remarks on DFO --
Part II: Popular Heuristic Methods --
Genetic Algorithms --
Nelder-Mead --
Part II: Further Remarks on Heuristics --
Part III: Direct Search Methods --
Positive bases and Nonsmooth Optimization --
Generalized Pattern Search --
Mesh Adaptive Direct Search --
Part III: Further Remarks on Direct Search Methods --
Part IV: Model-based Methods --
Model-based Descent --
Model-based Trust Region --
Part IV: Further Remarks on Model-based Methods --
Part V: Extensions and Refinements --
Variables and Constraints --
Optimization Using Surrogates and Models --
Biobjective Optimization --
Part V: Final Remarks on DFO/BBO --
Part VI: Appendix: Comparing Optimization Methods --
Solutions to Selected Exercises.
β¦ Subjects
Mathematics.;Numerical analysis.;Mathematical optimization.;Optimization.;Numerical Analysis.
π SIMILAR VOLUMES
<p><p>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. </p><p>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
Presentation.<br/>Charles Audet,Β΄Ecole Polytechnique de MontrΒ΄eal.<br/>LuΒ΄Δ±s Nunes Vicente, Universidade de Coimbra.<br/>Mini-tutorial β SIOPT 2008 β Boston.<br/>May 2008.<br/>pages: 109.<br/>Presentation Outline.<br/>Introduction.<br/>Unconstrained optimization.<br/>Optimization under general const
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 optim