Introduction to derivative-free optimization /
Conn, A. R.
Introduction to derivative-free optimization / Andrew R. Conn, Katya Scheinberg, Luis N. Vicente - Philadelphia : Society for Industrial and Applied Mathematics, 2009 - xii, 277 p. : ill. ; 26 cm. - MPS-SIAM series on optimization ; 8 . - MPS-SIAM series on optimization ; 8 .
Includes bibliographical references (p. 255-270) and index
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.
9780898716689 RM235.06 0898716683
2008-038005
Mathematical models
Mathematical optimization--Industrial applications
Engineering mathematics
Industrial engineering--Mathematics
Search theory
Nonlinear theories
Introduction to derivative-free optimization / Andrew R. Conn, Katya Scheinberg, Luis N. Vicente - Philadelphia : Society for Industrial and Applied Mathematics, 2009 - xii, 277 p. : ill. ; 26 cm. - MPS-SIAM series on optimization ; 8 . - MPS-SIAM series on optimization ; 8 .
Includes bibliographical references (p. 255-270) and index
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.
9780898716689 RM235.06 0898716683
2008-038005
Mathematical models
Mathematical optimization--Industrial applications
Engineering mathematics
Industrial engineering--Mathematics
Search theory
Nonlinear theories