Derivative-Free and Blackbox Optimization

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Release : 2017-12-02
Genre : Mathematics
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Book Rating : 134/5 ( reviews)

Derivative-Free and Blackbox Optimization - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Derivative-Free and Blackbox Optimization write by Charles Audet. This book was released on 2017-12-02. Derivative-Free and Blackbox Optimization available in PDF, EPUB and Kindle. 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.