Intensive Course - Derivative-Free Optimization
Graduate School in
Systems, Optimization, Control and Networks (SOCN), KUL, Leuven
November 24 - December 5, 2008
Lectures:
- Introduction
- Sampling and linear models
- Directional direct search
- Simplicial direct search
- Suitable DFO models
- Suitable underdetermined DFO models
- Trust-region methods
- Line-search methods
- Suitable regression DFO models
- Review of surrogates
- Review of constrained DFO optimization
- Review of global DFO optimization
- Software and references
The course is based on the book: