Fundamentals of Numerical Optimization

Slawomir Koziel and Leifur Leifsson
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Slawomir Koziel: Reykjavik University, Engineering Optimization & Modeling Center
Leifur Leifsson: Iowa State University, Department of Aerospace Engineering

Chapter Chapter 3 in Simulation-Driven Design by Knowledge-Based Response Correction Techniques, 2016, pp 15-29 from Springer

Abstract: Abstract Although the main focus of the book is on surrogate-assisted optimization using physics-based low-fidelity models and response correction techniques, we provide—for the sake of making the material self-contained—some basic information about conventional optimization algorithms. In this book, we refer to conventional (or direct) methods as those that handle the expensive simulation model directly in the optimization scheme (as opposed to surrogate-based approaches where most of the operations are carried out using a fast surrogate). In this chapter, we provide an outline and a brief overview of conventional optimization techniques, including gradient-based and derivative-free methods, as well as metaheuristics.

Keywords: Particle Swarm Optimizer; Differential Evolution; Line Search; Trust Region; Evolution Strategy (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-30115-0_3

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DOI: 10.1007/978-3-319-30115-0_3

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