Implicit filtering:
Implicit filtering is a way to solve bound-constrained optimization problems for which derivative information is not available. Unlike methods that use interpolation to reconstruct the function and its higher derivatives, implicit filtering builds upon coordinate search and then interpolates to get...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Philadelphia, Pa.
Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104)
2011
|
| Schriftenreihe: | Software, environments, and tools
23 |
| Schlagworte: | |
| Online-Zugang: | TUM01 UBW01 UBY01 UER01 Volltext |
| Zusammenfassung: | Implicit filtering is a way to solve bound-constrained optimization problems for which derivative information is not available. Unlike methods that use interpolation to reconstruct the function and its higher derivatives, implicit filtering builds upon coordinate search and then interpolates to get an approximation of the gradient. The author describes the algorithm, its convergence theory, and a new MATLAB implementation, and includes three case studies. This book is unique in that it is the only one in the area of derivative-free or sampling methods and is accompanied by publicly available software. It is also designed as a software manual and as a reference for implicit filtering - one can approach the book as a consumer of the software, as a student, or as a researcher in sampling and derivative-free methods. The book includes a chapter on convergence theory that is both accessible to students and an overview of recent results on optimization of noisy functions, including results that depend on non-smooth analysis and results on the handling of constraints. Implicit filtering is used in applications in electrical, civil, and mechanical engineering |
| Beschreibung: | 1 Online-Ressource (XIV, 172 Seiten) |
| ISBN: | 9781611971903 |
| DOI: | 10.1137/1.9781611971903 |
Internformat
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Datensatz im Suchindex
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| author | Kelley, C. T. |
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| id | DE-604.BV040289658 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:20:52Z |
| institution | BVB |
| isbn | 9781611971903 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025144877 |
| oclc_num | 874154420 |
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| owner_facet | DE-29 DE-91 DE-BY-TUM DE-706 DE-83 DE-20 |
| physical | 1 Online-Ressource (XIV, 172 Seiten) |
| psigel | ZDB-72-SIA |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104) |
| record_format | marc |
| series | Software, environments, and tools |
| series2 | Software, environments, and tools |
| spelling | Kelley, C. T. (DE-588)114209642 aut Implicit filtering C. T. Kelley Philadelphia, Pa. Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104) 2011 1 Online-Ressource (XIV, 172 Seiten) txt rdacontent c rdamedia cr rdacarrier Software, environments, and tools 23 Implicit filtering is a way to solve bound-constrained optimization problems for which derivative information is not available. Unlike methods that use interpolation to reconstruct the function and its higher derivatives, implicit filtering builds upon coordinate search and then interpolates to get an approximation of the gradient. The author describes the algorithm, its convergence theory, and a new MATLAB implementation, and includes three case studies. This book is unique in that it is the only one in the area of derivative-free or sampling methods and is accompanied by publicly available software. It is also designed as a software manual and as a reference for implicit filtering - one can approach the book as a consumer of the software, as a student, or as a researcher in sampling and derivative-free methods. The book includes a chapter on convergence theory that is both accessible to students and an overview of recent results on optimization of noisy functions, including results that depend on non-smooth analysis and results on the handling of constraints. Implicit filtering is used in applications in electrical, civil, and mechanical engineering Mathematik Industrial engineering / Mathematics Filters (Mathematics) Prediction theory MATLAB (DE-588)4329066-8 gnd rswk-swf Ableitungsfreie Optimierung (DE-588)7719525-5 gnd rswk-swf Vorhersagetheorie (DE-588)4188671-9 gnd rswk-swf Numerische Mathematik (DE-588)4042805-9 gnd rswk-swf Vorhersagetheorie (DE-588)4188671-9 s Ableitungsfreie Optimierung (DE-588)7719525-5 s MATLAB (DE-588)4329066-8 s 1\p DE-604 Numerische Mathematik (DE-588)4042805-9 s 2\p DE-604 Society for Industrial and Applied Mathematics Sonstige oth Software, environments, and tools 23 (DE-604)BV045551481 23 https://doi.org/10.1137/1.9781611971903 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Kelley, C. T. Implicit filtering Software, environments, and tools Mathematik Industrial engineering / Mathematics Filters (Mathematics) Prediction theory MATLAB (DE-588)4329066-8 gnd Ableitungsfreie Optimierung (DE-588)7719525-5 gnd Vorhersagetheorie (DE-588)4188671-9 gnd Numerische Mathematik (DE-588)4042805-9 gnd |
| subject_GND | (DE-588)4329066-8 (DE-588)7719525-5 (DE-588)4188671-9 (DE-588)4042805-9 |
| title | Implicit filtering |
| title_auth | Implicit filtering |
| title_exact_search | Implicit filtering |
| title_full | Implicit filtering C. T. Kelley |
| title_fullStr | Implicit filtering C. T. Kelley |
| title_full_unstemmed | Implicit filtering C. T. Kelley |
| title_short | Implicit filtering |
| title_sort | implicit filtering |
| topic | Mathematik Industrial engineering / Mathematics Filters (Mathematics) Prediction theory MATLAB (DE-588)4329066-8 gnd Ableitungsfreie Optimierung (DE-588)7719525-5 gnd Vorhersagetheorie (DE-588)4188671-9 gnd Numerische Mathematik (DE-588)4042805-9 gnd |
| topic_facet | Mathematik Industrial engineering / Mathematics Filters (Mathematics) Prediction theory MATLAB Ableitungsfreie Optimierung Vorhersagetheorie Numerische Mathematik |
| url | https://doi.org/10.1137/1.9781611971903 |
| volume_link | (DE-604)BV045551481 |
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