Introduction to Derivative-free Optimization
Jan 2009 · MOS-SIAM Series on Optimization Ibhuku elingu-26 · SIAM
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The absence of derivatives, often combined with the presence of noise or lack of smoothness, is a major challenge for optimisation. This book explains how sampling and model techniques are used in derivative-free methods and how these methods are designed to efficiently and rigorously solve optimisation problems.
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