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Interative Methods for Optimization

Name: Interative Methods for Optimization
Brand: SIAM - SOCIETY FOR INDUSTRIAL AND APPLIED
SKU: 9780898714333
Price: 178.0 AUD
Availability: InStock

SIAM - SOCIETY FOR INDUSTRIAL AND APPLIEDISBN: 9780898714333

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$178.00

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By C.T. Kelley
Imprint: SIAM - SOCIETY FOR INDUSTRIAL AND APPLIED
Release Date: October 29, 1999
Format: PAPERBACK
Dimensions: 251 x 175 mm
Weight: 380 g
Pages: 195

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Presents a selected group of methods for unconstrained and bound constrained optimization problems and analyses them in depth both theoretically and algorithmically. The text focuses on clarity in algorithmic description and analysis rather then generality, and while it provided pointers to the literature for the most general theoretical results and robust software, the author thinks it is more important that readers have a complete understanding of special cases that convey essential ideas. A companion to the author's book " Iterative Methods for Linear and Nonlinear Equations", this text contains many exercises and examples and can be uses as a text, a tutorial for self-study or a reference.

C.T. Kelley is a Professor in the Department of Mathematics and Center for Research in Scientific Computation at North Carolina State University. He is a member of the editorial board of the SIAM Journal on Optimization, and the SIAM Journal on Numerical Analysis and is the author of over 100 papers and proceedings articles on numerical and computational mathematics.

Preface How to Get the Software Part I: Optimization of Smooth Functions Chapter 1: Basic Concepts Chapter 2: Local Convergence of Newton's Method Chapter 3: Global Convergence Chapter 4: The BFGS Method Chapter 5: Simple Bound Constraints Part II: Optimization of Noisy Functions Chapter 6: Basic Concepts and Goals Chapter 7: Implicit Filtering Chapter 8: Direct Search Algorithms Bibliography Index.

Interative Methods for Optimization

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