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Introduction to derivative-free optimization
- 作者： Conn, A. R. (Andrew R.)
- 其他作者：
- 出版： Philadelphia : Society for Industrial and Applied Mathematics/Mathematical Programming Society
- 叢書名： MPS-SIAM series on optimization8
- 主題： Mathematical models , Mathematical optimization--Industrial applications , Engineering--Mathematics , Industrial engineering--Mathematics , Search theory , Nonlinear theories
- ISBN： 9780898716689 (pbk.) 、 0898716683 (pbk.)
- 資料類型: 圖書
- 內容註: Includes bibliographical references (p. 255-270) and index. Introduction -- Sampling and linear models -- Interpolating nonlinear models -- Regression nonlinear models -- Underdetermined interpolating models -- Ensuring well poisedness and suitable derivative-free models -- Directional direct-search methods -- Simplicial direct-search methods -- Line-search methods based on simplex derivatives -- Trust-region methods based on derivative-free models -- Trust-region interpolation-based methods -- Review of surrogate model management -- Review of constrained and other extensions to derivative-free optimization.
- 摘要註: 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.
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讀者標籤：
- 系統號： 005062160 | 機讀編目格式
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