Interative Methods for Optimization (Paperback)

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, and also the first book to make connections between sampling methods and the traditional gradient-methods. Each of the main algorithms in the text is described in pseudocode, and a collection of MATLAB codes is available. Thus, readers can experiment with the algorithms in an easy way as well as implement them in other languages.

General

Imprint:	Society For Industrial & Applied Mathematics,U.S.
Country of origin:	United States
Series:	Frontiers in Applied Mathematics, v. 18
Release date:	1987
Authors:	C.T. Kelley
Series editors:	H.T. Banks
Dimensions:	229 x 152 x 10mm (L x W x T)
Format:	Paperback - Trade
Pages:	195
ISBN-13:	978-0-89871-433-3
Categories:	Books > Science & Mathematics > Mathematics > Optimization > General Promotions
LSN:	0-89871-433-8
Barcode:	9780898714333

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!