Derivative-Free and Blackbox Optimization

  • Audet C
  • Hare W
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Abstract

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. 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.Ԩe book is split into 5 parts and is designed to be modular; any individual part depends only on the material in Part I.Сrt 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).Сrt 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).Сrt 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.¥nchmarking techniques are also presented in the appendix. Part I: Introduction and Background Material -- Introduction: Tools and Challenges -- Mathematical Background -- The Beginnings of DFO Algorithms -- Part I: Some Remarks on DFO -- Part II: Popular Heuristic Methods -- Genetic Algorithms -- Nelder-Mead -- Part II: Further Remarks on Heuristics -- Part III: Direct Search Methods -- Positive bases and Nonsmooth Optimization -- Generalized Pattern Search -- Mesh Adaptive Direct Search -- Part III: Further Remarks on Direct Search Methods -- Part IV: Model-based Methods -- Model-based Descent -- Model-based Trust Region -- Part IV: Further Remarks on Model-based Methods -- Part V: Extensions and Refinements -- Variables and Constraints -- Optimization Using Surrogates and Models -- Biobjective Optimization -- Part V: Final Remarks on DFO/BBO -- Part VI: Appendix: Comparing Optimization Methods -- Solutions to Selected Exercises.

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APA

Audet, C., & Hare, W. (2017). Derivative-Free and Blackbox Optimization. https://doi.org/10.1007/978-3-319-68913-5

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