Optimization techniques I

Max Cerf

• Publisher: EDP Sciences
• Year: 2023
• Edition: 1
• eBook ISBN:
  9782759831647
• Topic: Matematica
• Subtopic: Matematica applicata

No detailed description available for "Optimization techniques I".

Table of contents

• Preface
• Introduction
• Table of contents
• 1. Continuous optimization
• Introduction
• 1.1 Formulation
• 1.2 Numerical derivatives
• 1.3 Problem reduction
• 1.4 Global optimum
• 1.5 Local optimum
• 1.6 Conclusion
• 2. Gradient-free optimization
• Introduction
• 2.1 Difficult optimization
• 2.2 One-dimensional optimization
• 2.3 DIRECT method
• 2.4 Nelder-Mead method
• 2.5 Affine shaker
• 2.6 CMAES
• 2.7 Simulated annealing
• 2.8 Research with tabu
• 2.9 Particle swarms
• 2.10 Ant colonies
• 2.11 Evolutionary algorithms
• 2.12 Conclusion
• 3. Unconstrained optimization
• Introduction
• 3.1 Newton’s method
• 3.2 Quasi-Newton methods
• 3.3 Line search
• 3.4 Trust region
• 3.5 Proximal methods
• 3.6 Convergence
• 3.7 Conclusion
• 4. Constrained optimization
• Introduction
• 4.1 Classification of methods
• 4.2 Penalization
• 4.3 Reduced gradient
• 4.4 Sequential quadratic programming
• 4.5 Interior point
• 4.6 Augmented Lagrangian
• 4.7 Conclusion
• 5. Linear programming
• Introduction
• 5.1 Simplex
• 5.2 Interior point
• 5.3 Conclusion
• Index
• Bibliography