Derivative-Free and Blackbox Optimization / by Charles Audet, Warren Hare

By:

Audet, Charles [aut]

Contributor(s):

Hare, Warren [VerfasserIn]

Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Springer Series in Operations Research and Financial Engineering | SpringerLink BücherPublisher: Cham : Springer, 2017Description: Online-Ressource (XVIII, 302 p. 38 illus, online resource)ISBN:

9783319689135

Subject(s):

Additional physical formats: 9783319689128 | Erscheint auch als: 978-3-319-68912-8 Druck-AusgabeMSC: MSC: *90-01 | 90C56 | 90C59LOC classification:

QA402.5-402.6

DOI: DOI: 10.1007/978-3-319-68913-5Online resources:

Summary: 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 ExercisesSummary: 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 appendixPPN: PPN: 1658620445Package identifier: Produktsigel: ZDB-2-SEB | ZDB-2-SXMS | ZDB-2-SMA

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