| Derivative-Free and Blackbox Optimization Softcover Repri Edition Contributor(s): Audet, Charles (Author), Hare, Warren (Author) |
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ISBN: 3319886800 ISBN-13: 9783319886800 Publisher: Springer OUR PRICE: $66.49 Product Type: Paperback Published: September 2018 |
| Additional Information |
| BISAC Categories: - Mathematics | Applied - Mathematics | Number Systems - Mathematics | Optimization |
| Dewey: 518 |
| Series: Springer Series in Operations Research and Financial Enginee |
| Physical Information: 302 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |