A Derivative-free Two Level Random Search Method for Unconstrained Optimization (eBook, PDF)
Neculai Andrei
eBook, PDF

A Derivative-free Two Level Random Search Method for Unconstrained Optimization (eBook, PDF)

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The book is intended for graduate students and researchers in mathematics, computer science, and operational research. The book presents a new derivative-free optimization method/algorithm based on randomly generated trial points in specified domains and where the best ones are selected at each iteration by using a number of rules. This method is different from many other well established methods presented in the literature and proves to be competitive for solving many unconstrained optimization problems with different structures and complexities, with a relative large number of variables. Int...

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