[Opt-net] Introduction to Derivative-Free Optimization (from Nunes Vicente(inv@mat.uc.pt))

[optnet]

We are pleased to announce the book

  Introduction to Derivative-Free Optimization,
  A. R. Conn, K. Scheinberg, and L. N. Vicente,
  MPS-SIAM Book Series on Optimization, SIAM, Philadelphia, 2009

  xii + 277 pages / Softcover / ISBN: 978-0-898716-68-9
  List Price $73.00 / SIAM Member Price $51.10

It provides a contemporary, comprehensive treatment of optimization
without derivatives, and it covers most of the relevant classes of
algorithms from direct-search to model-based approaches.

The book is intended for anyone interested in using optimization
on problems where derivatives are difficult or impossible to obtain
and is readily accessible to readers with a modest background in
computational mathematics.

Introduction to Derivative-Free Optimization contains:

- A comprehensive description of the sampling and modeling
tools needed for derivative-free optimization that allow the
reader to better understand the convergent properties of the
algorithms and identify their differences and similarities.

- Analysis of convergence for search-poll direct-search, modified
Nelder-Mead, and implicit-filtering methods, as well as for
model-based methods such as wedge methods and methods based
on minimum-norm Frobenius models.

More information can be found in:

http://www.ec-securehost.com/SIAM/MP08.html
http://www.mat.uc.pt/~lnv/idfo