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Autore: | Audet Charles |
Titolo: | Derivative-Free and Blackbox Optimization [[electronic resource] /] / by Charles Audet, Warren Hare |
Pubblicazione: | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
Edizione: | 1st ed. 2017. |
Descrizione fisica: | 1 online resource (XVIII, 302 p. 38 illus.) |
Disciplina: | 519.3 |
Soggetto topico: | Mathematical optimization |
Numerical analysis | |
Optimization | |
Numerical Analysis | |
Persona (resp. second.): | HareWarren |
Nota di contenuto: | 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. |
Sommario/riassunto: | 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. |
Titolo autorizzato: | Derivative-Free and Blackbox Optimization |
ISBN: | 3-319-68913-4 |
Formato: | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 9910254294603321 |
Lo trovi qui: | Univ. Federico II |
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