Derivative-Free and Blackbox Optimization

Description

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. Front Matter ....Pages i-xviii Front Matter ....Pages 1-1 Introduction: Tools and Challenges in Derivative-Free and Blackbox Optimization (Charles Audet, Warren Hare)....Pages 3-14 Mathematical Background (Charles Audet, Warren Hare)....Pages 15-31 The Beginnings of DFO Algorithms (Charles Audet, Warren Hare)....Pages 33-54 Front Matter ....Pages 55-55 Genetic Algorithms (Charles Audet, Warren Hare)....Pages 57-73 Nelder-Mead (Charles Audet, Warren Hare)....Pages 75-91 Front Matter ....Pages 93-93 Positive Bases and Nonsmooth Optimization (Charles Audet, Warren Hare)....Pages 95-114 Generalised Pattern Search (Charles Audet, Warren Hare)....Pages 115-134 Mesh Adaptive Direct Search (Charles Audet, Warren Hare)....Pages 135-156 Front Matter ....Pages 157-157 Building Linear and Quadratic Models (Charles Audet, Warren Hare)....Pages 159-181 Model-Based Descent (Charles Audet, Warren Hare)....Pages 183-200 Model-Based Trust Region (Charles Audet, Warren Hare)....Pages 201-218 Front Matter ....Pages 219-219 Variables and Constraints (Charles Audet, Warren Hare)....Pages 221-234 Optimization Using Surrogates and Models (Charles Audet, Warren Hare)....Pages 235-246 Biobjective Optimization (Charles Audet, Warren Hare)....Pages 247-262 Back Matter ....Pages 263-300