Springer Series in Operations Research and Financial Engineering

Derivative-Free and Blackbox Optimization

Authors: Audet, Charles, Hare, Warren

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  • Flexible usage suitable for undergraduate, graduate, mathematics, computer science, engineering, or mixed classes
  • 15 end-of-chapter projects are provided, allowing advanced exploration of desired topics
  • Includes numerous exercises throughout to test knowledge and advance understanding
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eBook 32,12 €
63,06 € (listprice)
price for Spain (gross)
valid through June 30, 2019
  • ISBN 978-3-319-68913-5
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 39,51 €
77,99 € (listprice)
price for Spain (gross)
valid through June 30, 2019
  • ISBN 978-3-319-68912-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 39,51 €
77,99 € (listprice)
price for Spain (gross)
valid through June 30, 2019
  • ISBN 978-3-319-88680-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this Textbook

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.

About the authors

Dr. Charles Audet is a Professor of Mathematics at the École Polytechnique de Montréal. His research interests include the analysis and development of algorithms for blackbox nonsmooth optimization, and structured global optimization. He obtained a Ph.D. degree in applied mathematics from the École Polytechnique de Montréal, and worked as a post-doc at Rice University in Houston, Texas.

Dr. Warren Hare received his Ph.D. in Mathematical Optimization from Simon Fraser University.  He complete postdoctoral research at IMPA (Brazil) and McMaster (Canada), before joining the University of British Columbia (Canada).  

Reviews

“This book targets two audiences: individuals interested in understanding derivative-free optimization (DFO) and blackbox optimization and practitioners who have to solve real-world problems that cannot be approached by traditional gradient-based methods. … The book is written in a clear style with sufficient details, examples and proofs of theoretical results. The authors pay equal attention to careful theoretical development and analysis of the methods, and to practical details of the algorithms.” (Olga Brezhneva, Mathematical Reviews, October, 2018)
“The authors present a comprehensive textbook being an introduction to blackbox and derivative- free optimization. … The book is for sure a necessary position for students of mathematics, IT or engineering that would like to explore the subject of blackbox and derivative-free optimization. Also the researchers in the area of optimization could treat it as an introductory reading. Finally, the book would be also a good choice for practitionners dealing with such kind of problems.” (Marcin Anholcer, zbMATH 1391.90001, 2018)

Table of contents (14 chapters)

Table of contents (14 chapters)

Buy this book

eBook 32,12 €
63,06 € (listprice)
price for Spain (gross)
valid through June 30, 2019
  • ISBN 978-3-319-68913-5
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 39,51 €
77,99 € (listprice)
price for Spain (gross)
valid through June 30, 2019
  • ISBN 978-3-319-68912-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 39,51 €
77,99 € (listprice)
price for Spain (gross)
valid through June 30, 2019
  • ISBN 978-3-319-88680-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Derivative-Free and Blackbox Optimization
Authors
Series Title
Springer Series in Operations Research and Financial Engineering
Copyright
2017
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing AG
eBook ISBN
978-3-319-68913-5
DOI
10.1007/978-3-319-68913-5
Hardcover ISBN
978-3-319-68912-8
Softcover ISBN
978-3-319-88680-0
Series ISSN
1431-8598
Edition Number
1
Number of Pages
XVIII, 302
Number of Illustrations
38 b/w illustrations
Topics