Iterative Methods for Optimization (Frontiers in Applied Mathematics, Series Number 18) - Softcover

Kelley, C. T.

Softcover

ISBN 10: 0898714338 ISBN 13: 9780898714333

Publisher: Society for Industrial and Applied Mathematics, 1987

Synopsis

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.

About this title

About the Author

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.

Edition details

• Publisher: Society for Industrial and Applied Mathematics
• Publication date: 1987
• Language: English
• ISBN 10: 0898714338
• ISBN 13: 9780898714333
• Binding: Paperback
• Edition number: 1
• Number of pages: 196