Noonan J. High-Dimensional Optimization. Set Exploration...2024
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Noonan J. High-Dimensional Optimization. Set Exploration...2024
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Description:
Textbook in PDF format
This book is interdisciplinary and unites several areas of applied probability, statistics, and computational mathematics including computer experiments, optimal experimental design, and global optimization. The bulk of the book is based on several recent papers by the authors but also contains new results. Considering applications, this brief highlights multistart and other methods of global optimizations requiring efficient exploration of the domain of optimization. This book is accessible to a wide range of readers; the prerequisites for reading the book are rather low, and many numerical examples are provided that pictorially illustrate the main ideas, methods, and conclusions