Introduction to derivative-free optimization /
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| Author / Creator: | Conn, A. R. (Andrew R.) |
|---|---|
| Imprint: | Philadelphia, Pa. : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 2009. |
| Description: | 1 online resource (xii, 277 pages) : illustrations. |
| Language: | English |
| Series: | MPS-SIAM series on optimization ; 8 MPS-SIAM series on optimization ; 8. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12577236 |
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| 050 | 4 | |a TA342 |b .C67 2009eb | |
| 100 | 1 | |a Conn, A. R. |q (Andrew R.) |0 http://id.loc.gov/authorities/names/n92040888 | |
| 245 | 1 | 0 | |a Introduction to derivative-free optimization / |c Andrew R. Conn, Katya Scheinberg, Luis N. Vicente. |
| 260 | |a Philadelphia, Pa. : |b Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), |c 2009. | ||
| 300 | |a 1 online resource (xii, 277 pages) : |b illustrations. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a MPS-SIAM series on optimization ; |v 8 | |
| 504 | |a Includes bibliographical references (pages 255-270) and index. | ||
| 505 | 0 | |a 1. Introduction -- 2. Sampling and linear models -- 3. Interpolating nonlinear models -- 4. Regression nonlinear models -- 5. Underdetermined interpolating models -- 6. Ensuring well poisedness and suitable derivative-free models -- 7. Directional direct-search methods -- 8. Simplicial direct-search methods -- 9. Line-search methods based on simplex derivatives -- 10. Trust-region methods based on derivative-free models -- 11. Trust-region interpolation-based methods -- 12. Review of surrogate model management -- 13. Review of constrained and other extensions to derivative-free optimization. | |
| 520 | 3 | |a The absence of derivatives, often combined with the presence of noise or lack of smoothness, is a major challenge for optimisation. 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 optimisation problems. | |
| 588 | 0 | |a Title page of print version. | |
| 546 | |a English. | ||
| 650 | 0 | |a Mathematical models. |0 http://id.loc.gov/authorities/subjects/sh85082124 | |
| 650 | 0 | |a Mathematical optimization |x Industrial applications. | |
| 650 | 0 | |a Engineering mathematics. |0 http://id.loc.gov/authorities/subjects/sh85043235 | |
| 650 | 0 | |a Industrial engineering |x Mathematics. |0 http://id.loc.gov/authorities/subjects/sh85065865 | |
| 650 | 0 | |a Search theory. |0 http://id.loc.gov/authorities/subjects/sh85119357 | |
| 650 | 0 | |a Nonlinear theories. |0 http://id.loc.gov/authorities/subjects/sh85092332 | |
| 650 | 2 | |a Models, Theoretical |0 https://id.nlm.nih.gov/mesh/D008962 | |
| 650 | 2 | |a Decision Theory |0 https://id.nlm.nih.gov/mesh/D003662 | |
| 650 | 6 | |a Modèles mathématiques. | |
| 650 | 6 | |a Optimisation mathématique |x Applications industrielles. | |
| 650 | 6 | |a Mathématiques de l'ingénieur. | |
| 650 | 6 | |a Théorie de la décision. | |
| 650 | 6 | |a Théories non linéaires. | |
| 650 | 7 | |a mathematical models. |2 aat | |
| 650 | 7 | |a Engineering mathematics |2 fast | |
| 650 | 7 | |a Industrial engineering |x Mathematics |2 fast | |
| 650 | 7 | |a Mathematical models |2 fast | |
| 650 | 7 | |a Nonlinear theories |2 fast | |
| 650 | 7 | |a Search theory |2 fast | |
| 653 | |a Derivative-free optimization | ||
| 653 | |a Sampling modeling | ||
| 653 | |a Algorithms | ||
| 653 | |a Global convergence | ||
| 700 | 1 | |a Scheinberg, Katya. |0 http://id.loc.gov/authorities/names/n2008059144 | |
| 700 | 1 | |a Vicente, Luis N. |0 http://id.loc.gov/authorities/names/n2008059303 | |
| 710 | 2 | |a Mathematical Programming Society (U.S.) |0 http://id.loc.gov/authorities/names/n82026735 | |
| 710 | 2 | |a Society for Industrial and Applied Mathematics. |0 http://id.loc.gov/authorities/names/n79053057 | |
| 776 | 0 | 8 | |i Print version: |a Conn, A.R. (Andrew R.). |t Introduction to derivative-free optimization. |d Philadelphia : Society for Industrial and Applied Mathematics/Mathematical Programming Society, ©2009 |z 9780898716689 |w (DLC) 2008038005 |w (OCoLC)244660709 |
| 830 | 0 | |a MPS-SIAM series on optimization ; |v 8. |0 http://id.loc.gov/authorities/names/n00004026 | |
| 856 | 4 | 0 | |u https://epubs.siam.org/doi/book/10.1137/1.9780898718768 |y Society for Industrial and Applied Mathematics |
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| 928 | |t Library of Congress classification |a TA342.C67 2009eb |l Online |c UC-FullText |u https://epubs.siam.org/doi/book/10.1137/1.9780898718768 |z Society for Industrial and Applied Mathematics |g ebooks |i 12568620 | ||