Derivative Free Optimization

Derivative Free Optimization

The course deals with methods for the solution of smooth nonlinear optimization problems by assuming that the derivatives of the objective function can be neither calculated nor approximated explicitly. 
The interest in studying minimization algorithms for solving these optimization
problems derives from the increasing demand from industrial and scientific applications for such tools.
Derivative-free methods both for unconstrained and constrained optimization will be presented.
As regards unconstrained problems, coordinate search methods and their variants will be analyzed.
Concerning constrained optimitazion, the cases of box constraints, linear constraints and nonlinear constraints will be considered.
Finally, derivative-free algorithms for the solution of nonlinear equations will be presented.

Teacher: Marco Sciandrone