Derivative-Free and Blackbox Optimization (Springer Series in Operations Research and Financial Engineering)
by Charles Audet and Warren Hare
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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.
Details
- Publisher
- Springer International Publishing
- Authors
- Charles Audet, Warren Hare
- Format
- Hardcover
- Published
- Dec 13, 2017
- ISBN-13
- 9783319689128
- Pages
- 302
- Printing
- Printed on demand
Derivative-Free and Blackbox Optimization (Springer Series in Operations Research and Financial Engineering) for groups: pricing
Volume pricing applies automatically in your cart. No codes, no account needed.
| Copies | Price per copy | You save |
|---|---|---|
| 25 – 49 | $87.99 | 12% off list |
| 50 – 99 | $86.99 | 13% off list |
| 100+ | $85.99 | 14% off list |
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