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You searched IISERK - Subject: Nanotechnology.
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Call Number
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519.6
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Author
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Conn, A. R. (Andrew R.)
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Title
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Introduction to derivative-free optimization [electronic resource] / Andrew R. Conn, Katya Scheinberg, Luis N. Vicente.
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Publication
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Philadelphia, Pa. : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 2009.
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Material Info.
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1 electronic text (xii, 277 p.) : ill., digital file.
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Series
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MPS-SIAM series on optimization ; 8
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Series
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MPS-SIAM series on optimization ; 8.
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Summary Note
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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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Notes
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Includes bibliographical references (p. 255-270) and index.
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Notes
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1. Introduction -- 2. Sampling and linear models -- 3. Interpolating nonlinear models -- 4. Regression nonlinear models -- 5. Underdetermined interpolating models -- 6. Ensuring well poisedness and suitable derivative-free models -- 7. Directional direct-search methods -- 8. Simplicial direct-search methods -- 9. Line-search methods based on simplex derivatives -- 10. Trust-region methods based on derivative-free models -- 11. Trust-region interpolation-based methods -- 12. Review of surrogate model management -- 13. Review of constrained and other extensions to derivative-free optimization.
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ISBN
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9780898718768 (electronic bk.)
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Subject
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Mathematical models.
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Subject
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Mathematical optimization Industrial applications.
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Subject
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Engineering mathematics.
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Subject
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Industrial engineering Mathematics.
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Subject
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Search theory.
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Subject
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Nonlinear theories.
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Subject
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Derivative-free optimization
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Subject
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Sampling modeling
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Subject
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Algorithms
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Subject
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Global convergence
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Added Entry
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Scheinberg, Katya.
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Added Entry
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Vicente, Luis N.
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Added Entry
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Society for Industrial and Applied Mathematics.
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Date
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Year, Month, Day:01405141
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Link
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SIAM
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