Charles Audet, Warren Hare

Gebundenes Buch

Derivative-Free and Blackbox Optimization

Beschreibung

The second edition of Derivative-Free and Blackbox Optimization offers a comprehensive introduction to the field of optimization when derivatives are unavailable, unreliable, or impractical. Whether you’re a student, instructor, or self-learner, this book is designed to guide you through both the foundations and advanced techniques of derivative-free and blackbox optimization. This new edition features significantly expanded exercises, updated and intuitive notation, over 30 new figures, and a wide range of pedagogical enhancements aimed at making complex concepts accessible and engaging. The book is structured into five parts. Part 1 established foundational principles, including an expanded chapter on proper benchmarking. Parts 2, 3, and 4, take an in-depth look at heuristics, direct search, and model based approaches (respectively). Part 5 extends these approaches to specialised settings. Finally, a new appendix contributed by Sébastien Le Digabel, details several real-world applications of blackbox optimization, and links to software for each application. Whether used in the classroom or for independent exploration, this book is a powerful resource for understanding and applying optimization methods – no gradients required. 

Autor

  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 postdoctoral researcher at Rice University. Dr. Warren Hare is a Professor of Mathematics at the University of British Columbia, Okanagan Campus.  His research interests include numerical analysis and algorithm design, particularly for derivative-free optimisation.  He obtained his Ph.D. in optimization from Simon Fraser University and worked as postdoctoral researcher at the Instituto de Mathemática Pura e Applicada and McMaster University.      

Produktdetails

• Springer Series in Operations Research and Financial Engineering
• Verlag: Springer International Publishing AG / Springer-Verlag GmbH
• Artikelnr. des Verlages: 89228602
• Second Edition 2025
• Seitenzahl: 431
• Erscheinungstermin: 11. Oktober 2025
• Englisch
• Abmessung: 235mm x 155mm
• ISBN-13: 9783032009050
• ISBN-10: 3032009057
• Artikelnr.: 74743232