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Introduction to derivative-free optimization
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Introduction to derivative-free optimization

A. R. Conn

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Contents

Introduction
Sampling and linear models
Interpolating nonlinear models
Regression nonlinear models
Underdetermined interpolating models
Ensuring well poisedness and suitable derivative-free models
Directional direct-search methods
Simplicial direct-search methods
Line-search methods based on simplex derivatives
Trust-region methods based on derivative-free models
Trust-region interpolation-based methods
Review of surrogate model management
Review of constrained and other extensions to derivative-free optimization.

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Introduction to derivative-free optimization by A. R. Conn. ISBN 9780898716689. Published by Society for Industrial and Applied Mathematics/Mathematical Programming Society in 2009. Publication and catalogue information, links to buy online and reader comments.

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