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2015 Lagrange Prize Citation


Andrew R. Conn, Katya Scheinberg, Luis Nunes Vicente
"Introduction to Derivative-Free Optimization",
MPS-SIAM Series on Optimization, SIAM, 2009.

This monograph represents a significant contribution in understanding the formulation of surrogate models, the construction of derivative free optimization (DFO) algorithms, and their convergence properties. It includes a groundbreaking trust region framework for convergence that has made DFO both principled and practical. A large number of key optimization studies have used these results substantively in both practical and conceptual ways. This work has not only influenced new DFO algorithms; its results have also enabled the solution of numerous optimization applications in science and engineering. A small sampling of the direct impact of their work is seen in aerospace engineering, urban transport systems, adaptive meshing for partial differential equations, and groundwater remediation.