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Introduction to derivative-free optimization [electronic resource] / Andrew R. Conn, Katya Scheinberg, Luis N. Vicente

Author
Conn, A. R. (Andrew R.)
Published
Philadelphia : Society for Industrial and Applied Mathematics/Mathematical Programming Society, [2009]
Copyright Date
©2009
Physical Description
xii, 277 pages : illustrations ; 26 cm.
Additional Creators
Scheinberg, Katya and Vicente, Luis N.
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Contents
Introduction -- Sampling and linear models -- Interpolating nonlinear models -- Regression nonlinear models -- Underdetermined interpolating models -- Ensuring well poisedness and suitable 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.
Summary
"This book is the first contemporary comprehensive treatment of optimization without derivatives, and it covers most of the relevant classes of algorithms from direct-search to model-based approaches. It is intended for anyone interested in using optimization on problems where derivatives are difficult or impossible to obtain. Such audiences include chemical, mechanical, aeronautical, and electrical engineers, as well as economists, statisticians, operations researchers, management scientists, biological and medical researchers, and computer scientists. It is also appropriate for use in an advanced undergraduate or early graduate-level course on optimization for students having a background in calculus, linear algebra, and numerical analysis." --Book Jacket.
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ISBN
9780898716689
0898716683
Bibliography Note
Includes bibliographical references (pages 255-270) and index.
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