Introduction to derivative-free optimization - Conn, A. R. (Andrew R.); Scheinberg, Katya; Vicente, Luis N. (Philadelphia : Society for Industrial and Applied Mathematics, 2009)
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.
Includes bibliographical references (p. 255-270) and index
Keywords: Mathematical models; Mathematical optimization -- Industrial applications; Engineering mathematics; Industrial engineering -- Mathematics; Search theory; Nonlinear theories