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| Introduction to Derivative-Free Optimization | Buy a book...
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| Author(s): | A. Conn, K. Scheinberg and L. Vicente |
| Publisher: | SIAM |
| ISBN: | 978089716689 |
| Format: | softback |
| 277pp | |
| Price: | $73.00 |
| Review Date: | 12 March 2009 |
| Review: | Useful information is contained in the derivatives of any function that one wants to optimise. The ‘standard’ mathematical characterisations of a local minimum requires the first-order derivatives to be zero. However not all the derivatives are always available or they mat be unreliable. In such circumstances it is necessary to carry out optimisation. A class of nonlinear optimisation techniques called derivative-free optimisation methods are required. This book gives a comprehensive treatment of optimisation without derivatives, covering most of relevant classes of algorithms from direct-search to model-based approaches. It is intended for chemical, mechanical, aeronautical and electrical engineers etc. who use optimisation in problems where derivatives are difficult or impossible to obtain. |