Iterative Methods for Optimization (Paperback)

C.T. Kelley

ISBN 10: 0898714338 / ISBN 13: 9780898714333

Published by Society for Industrial & Applied Mathematics,U.S., New York, 1987

Paperback. 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. a carefully selected group of methods for unconstrained and bound constrained optimization problems is analyzed in depth both theoretically and algorithmically. The book focuses on clarity in algorithmic description and analysis rather than generality, and also provides pointers to the literature for the most general theoretical results and robust software, Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780898714333

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 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.

Bibliographic Details

Title: Iterative Methods for Optimization (...
Publisher: Society for Industrial & Applied Mathematics,U.S., New York
Publication Date: 1987
Binding: Paperback
Condition: new
Edition: 1st Edition