Read Iterative Methods for Optimization (Frontiers in Applied Mathematics) by C. T. Kelley Online

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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 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 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....

Title : Iterative Methods for Optimization (Frontiers in Applied Mathematics)
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ISBN : 0898714338
Format Type : Paperback
Language : English
Publisher : Society for Industrial and Applied Mathematics 1 edition January 1, 1987
Number of Pages : 196 pages
File Size : 765 KB
Status : Available For Download
Last checked : 21 Minutes ago!

Iterative Methods for Optimization (Frontiers in Applied Mathematics) Reviews

  • kelly londry
    2019-03-27 16:11

    This book is a nice introduction to unconstrained optimization. It covers smooth and noisy problems. The book may be downloaded free of charge from SIAM's website.