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Interative Methods for Optimization

Name: Interative Methods for Optimization
Brand: Society for Industrial & Applied Mathematics,U.S.
SKU: 04176189
Price: 82.53 EUR
Availability: InStock
Author: C T Kelley
ISBN: 9780898714333

C T Kelley

Language

English

Book Paperback

Libristo code: 04176189

Publishers Society for Industrial & Applied Mathematics,U.S., January 1987

This book presents a carefully selected group of methods for unconstrained and bound constrained opt... Full description

Libristo code: 04176189

200 b

82.53 €

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This book presents a carefully selected group of methods for unconstrained and bound constrained optimization problems and analyzes them in depth both theoretically and algorithmically. It focuses on clarity in algorithmic description and analysis rather than generality, and while it provides 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 Kelley's book, Iterative Methods for Linear and Nonlinear Equations (SIAM, 1995), this book contains many exercises and examples and can be used as a text, a tutorial for self-study, or a reference. Iterative Methods for Optimization does more than cover traditional gradient-based optimization: it is the first book to treat sampling methods, including the Hooke–Jeeves, implicit filtering, MDS, and Nelder–Mead schemes in a unified way.