Derivative-Free and Blackbox Optimization (Springer Series in Operations Research and Financial Engineering)

Audet, Charles

ISBN 10: 3319689126 / ISBN 13: 9783319689128

Published by Springer, 2017

About this Item

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Bibliographic Details

• Title: Derivative-Free and Blackbox Optimization (Springer Series in Operations Research and Financial Engineering)
• Publisher: Springer
• Publication Date: 2017
• Language: English
• ISBN 10: 3319689126
• ISBN 13: 9783319689128
• Binding: Hardcover
• Condition: New

About this title

Synopsis

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.

About the Author

Dr. Charles Audet is a Professor of Mathematics at the École Polytechnique de Montréal. His research interests include the analysis and development of algorithms for blackbox nonsmooth optimization, and structured global optimization. He obtained a Ph.D. degree in applied mathematics from the École Polytechnique de Montréal, and worked as a post-doc at Rice University in Houston, Texas.

Dr. Warren Hare received his Ph.D. in Mathematical Optimization from Simon Fraser University.  He complete postdoctoral research at IMPA (Brazil) and McMaster (Canada), before joining the University of British Columbia (Canada).