Derivative-Free and Blackbox Optimization

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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Audet, Charles (Συγγραφέας), Hare, Warren (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2017.
Σειρά:Springer Series in Operations Research and Financial Engineering,
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • 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.