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Iterative methods for optimization

C.T. Kelley (Society for Industrial and Applied Mathematics, 1999)

 Abstrak

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 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eeves, implicit filtering, MDS, and Nelderead 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.

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 Metadata

Jenis Koleksi : eBooks
No. Panggil : e20450656
Entri utama-Nama orang :
Subjek :
Penerbitan : Philadelphia: Society for Industrial and Applied Mathematics, 1999
Sumber Pengatalogan: LibUI eng rda
Tipe Konten: text
Tipe Media: computer
Tipe Pembawa: online resources
Deskripsi Fisik: xv, 180 pages : illustration
Tautan: http://portal.igpublish.com/iglibrary/search/SIAMB0000178.main.html?2
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No. Panggil No. Barkod Ketersediaan
e20450656 02-17-714263444 TERSEDIA
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