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)|
|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
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.