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Introduction to Derivative-Free Optimization - MOS-SIAM Series on Optimization (Paperback)
  • Introduction to Derivative-Free Optimization - MOS-SIAM Series on Optimization (Paperback)
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Introduction to Derivative-Free Optimization - MOS-SIAM Series on Optimization (Paperback)

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£79.95
Paperback 289 Pages / Published: 30/01/2008
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The absence of derivatives, often combined with the presence of noise or lack of smoothness, is a major challenge for optimization. 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 optimization problems. Although readily accessible to readers with a modest background in computational mathematics, it is also intended to be of interest to researchers in the field. Introduction to Derivative-Free Optimization is the first contemporary comprehensive treatment of optimization without derivatives. This book covers most of the relevant classes of algorithms from direct search to model-based approaches. It contains a comprehensive description of the sampling and modeling tools needed for derivative-free optimization; these tools allow the reader to better understand the convergent properties of the algorithms and identify their differences and similarities. Introduction to Derivative-Free Optimization also contains analysis of convergence for modified Nelder-Mead and implicit-filtering methods, as well as for model-based methods such as wedge methods and methods based on minimum-norm Frobenius models.

Publisher: Society for Industrial & Applied Mathematics,U.S.
ISBN: 9780898716689
Number of pages: 289
Weight: 530 g
Dimensions: 229 x 152 x 15 mm

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