Logotipo librería Marcial Pons
Introduction to derivate-free optimization

Introduction to derivate-free optimization

  • ISBN: 9780898716689
  • Editorial: Cambridge University Press
  • Lugar de la edición: Cambridge. Reino Unido
  • Encuadernación: Rústica
  • Medidas: 23 cm
  • Nº Pág.: 295
  • Idiomas: Inglés

Papel: Rústica
61,95 €
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Resumen

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 analyze the convergent properties of the algorithms and identify their differences and similarities.

Resumen

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