Introduction to Derivative-Free Optimization (Mps-siam Series on Optimization) - Softcover

Conn, Andrew R.; Scheinberg, Katya; Vicente, Luís N.

Softcover

ISBN 10: 0898716683 ISBN 13: 9780898716689

Publisher: Society for Industrial and Applied Mathematics, 2009

Synopsis

The first contemporary comprehensive treatment of optimization without derivatives. This text explains how sampling and model techniques are used in derivative-free methods and how they are designed to solve optimization problems. It is designed to be readily accessible to both researchers and those with a modest background in computational mathematics.

About this title

About the Authors

Andrew R. Conn is a research staff member at the IBM T. J. Watson Research Center, Yorktown Heights, NY. In 1994 he was (with N. I. M. Gould and Ph. L. Toint) a joint recipient of the Beale/Orchard-Hays Prize for Computational Excellence in Mathematical Programming and with Chandu Visweswariah he received an IBM Corporate Award in 2002 for contributions to circuit tuning. Currently his major application projects are in the petroleum industry.

Katya Scheinberg is a research staff member in the Business Analytics and Mathematical Sciences Department at the IBM T. J. Watson Research Center. She obtained her PhD in 1997 from Columbia University in New York. She has been working in the area of derivative-free optimization for over ten years and is the author of multiple papers on the subject as well as the open source widely known DFO software.

Luis Nunes Vicente is a Professor of Mathematics at the University of Coimbra, Portugal. He obtained his PhD from Rice University, TX in 1996 under a Fulbright scholarship and was among the three finalists of the 94-96 A. W. Tucker Prize of the Mathematical Programming Society. His research has been strongly supported by the European Union and the European Space Agency. He is a member of several editorial boards including SIAM Journal on Optimization and Journal of Global Optimization and he recently ended a six year term as editor of the SIAM SIAG/Optimization Views-and-News.

Edition details

• Publisher: Society for Industrial and Applied Mathematics
• Publication date: 2009
• Language: English
• ISBN 10: 0898716683
• ISBN 13: 9780898716689
• Binding: Paperback
• Number of pages: 295