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Published in:
2016 | OriginalPaper | Chapter
3. Fundamentals of Numerical Optimization
Authors : Slawomir Koziel, Leifur Leifsson
Published in: Simulation-Driven Design by Knowledge-Based Response Correction Techniques
Publisher: Springer International Publishing
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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.