Flexible usage suitable for undergraduate, graduate, mathematics, computer science, engineering, or mixed classes

15 end-of-chapter projects are provided, allowing advanced exploration of desired topics

Includes numerous exercises throughout to test knowledge and advance understanding

Autorentext

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 postdoctoral researcher at Rice University.

Dr. Warren Hare is a Professor of Mathematics at the University of British Columbia, Okanagan Campus. His research interests include numerical analysis and algorithm design, particularly for derivative-free optimisation. He obtained his Ph.D. in optimization from Simon Fraser University and worked as postdoctoral researcher at the Instituto de Mathemática Pura e Applicada and McMaster University.

Inhalt

Part 1. Introduction and Background Material.- Introduction: Tools and Challenges in Derivative-Free and Blackbox Optimization.- Mathematical Background.- The Beginnings of DFO Algorithms.- Comparing Optimization Methods.- Some Remarks on DFO.- Part 2. Popular Heuristic Methods.- Genetic Algorithms.- Nelder-Mead.- Further Remarks on Heuristics.- Part 3. Direct Search Methods.- Positive Bases and Nonsmooth Optimization.- Generalised Pattern Search.- Mesh Adaptive Direct Search.- Variables and Constraints.- Further Remarks on Direct Search Methods.- Part 4. Model-Based Methods.- Assessing Model Quality.- Simplex Gradients and Hessians.- Model-Based Descent.- Model-Based Trust Region.- Further Remarks on Model-Based Methods.- Part 5. Extensions and Refinements.- Optimization Using Surrogates and Models.- Biobjective Optimization.- Final Remarks on DFO/BBO.- Appendix A. Blackbox Test Problems.- Appendix. Answers to Every Fourth Exercise.- Bibliography.- Index.