The absence of derivatives, often combined with the presence of noise or lack of smoothness, is a major challenge for optimization. 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 optimization problems. Although readily accessible to readers with a modest background in computational mathematics, it is also intended to be of interest to researchers in the field. Introduction to Derivative-Free Optimization is the ...
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The absence of derivatives, often combined with the presence of noise or lack of smoothness, is a major challenge for optimization. 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 optimization problems. Although readily accessible to readers with a modest background in computational mathematics, it is also intended to be of interest to researchers in the field. Introduction to Derivative-Free Optimization is the first contemporary comprehensive treatment of optimization without derivatives. This book covers most of the relevant classes of algorithms from direct search to model-based approaches. It contains a comprehensive description of the sampling and modeling tools needed for derivative-free optimization; these tools allow the reader to better understand the convergent properties of the algorithms and identify their differences and similarities. Introduction to Derivative-Free Optimization also contains analysis of convergence for modified Nelder-Mead and implicit-filtering methods, as well as for model-based methods such as wedge methods and methods based on minimum-norm Frobenius models.
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Add this copy of Introduction to Derivative-Free Optimization (Mps-Siam to cart. $89.41, new condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 2009 by Society for Industrial and Applied Mathematics.
Edition:
2009, Society for Industrial and Applied Mathematics (SIAM)
Add this copy of Introduction to Derivative-Free Optimization to cart. $110.74, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2009 by Society for Industrial and Applied Mathematics (SIAM).
Edition:
2009, Society for Industrial and Applied Mathematics (SIAM)
Add this copy of Introduction to Derivative-Free Optimization (Mps-Siam to cart. $130.73, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2009 by Society for Industrial and App.
Edition:
2009, Society for Industrial and Applied Mathematics (SIAM)
Add this copy of Introduction to Derivative-Free Optimization (Mps-Siam to cart. $176.60, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2009 by Society for Industrial and App.
Edition:
2009, Society for Industrial and Applied Mathematics (SIAM)
