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1、INTRODUCTIONTODERIVATIVE-FREEOPTIMIZATIONMPS-SIAMSeriesonOptimizationThisseriesispublishedjointlybytheMathematicalProgrammingSocietyandtheSocietyforIndustrialandAppliedMathematics.Itincludesresearchmonographs,booksonapplications,textbooksatalllevels,andtutorial
2、s.Besidesbeingofhighscientificquality,booksintheseriesmustadvancetheunderstandingandpracticeofoptimization.Theymustalsobewrittenclearlyandatanappropriatelevel.Editor-in-ChiefPhilippeToint,UniversityofNamur(FUNDP)EditorialBoardOktayGunluk,IBMT.J.WatsonResearchCe
3、nterMatthiasHeinkenschloss,RiceUniversityC.T.Kelley,NorthCarolinaStateUniversityAdrianS.Lewis,CornellUniversityPabloParrilo,MassachusettsInstituteofTechnologyDanielRalph,UniversityofCambridgeMikeTodd,CornellUniversityLaurenceWolsey,UniversitéCatholiquedeLouvain
4、YinyuYe,StanfordUniversitySeriesVolumesConn,AndrewR.,Scheinberg,Katya,andVicente,LuisN.,IntroductiontoDerivative-FreeOptimizationFerris,MichaelC.,Mangasarian,OlviL.,andWright,StephenJ.,LinearProgrammingwithMATLABAttouch,Hedy,Buttazzo,Giuseppe,andMichaille,Gérar
5、d,VariationalAnalysisinSobolevandBVSpaces:ApplicationstoPDEsandOptimizationWallace,SteinW.andZiemba,WilliamT.,editors,ApplicationsofStochasticProgrammingGrötschel,Martin,editor,TheSharpestCut:TheImpactofManfredPadbergandHisWorkRenegar,James,AMathematicalViewofI
6、nterior-PointMethodsinConvexOptimizationBen-Tal,AharonandNemirovski,Arkadi,LecturesonModernConvexOptimization:Analysis,Algorithms,andEngineeringApplicationsConn,AndrewR.,Gould,NicholasI.M.,andToint,PhillippeL.,Trust-RegionMethodsINTRODUCTIONTODERIVATIVE-FREEOPT
7、IMIZATIONAndrewR.ConnKatyaScheinbergIBMYorktownHeights,NewYorkLuisN.VicenteUniversidadedeCoimbraCoimbra,PortugalSocietyforIndustrialandAppliedMathematicsMathematicalProgrammingSocietyPhiladelphiaPhiladelphiaCopyright©2009bytheSocietyforIndustrialandAppliedMathe
8、maticsandtheMathematicalProgrammingSociety10987654321Allrightsreserved.PrintedintheUnitedStatesofAmerica.Nopartofthisbookmaybereproduced,stored,ortransmittedinanymannerwitho
