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Iterative Methods for Optimization
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Iterative Methods for Optimization Paperback - 1987 - 1st Edition

by C. T. Kelley


From the publisher

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.

Details

  • Title Iterative Methods for Optimization
  • Author C. T. Kelley
  • Binding Paperback
  • Edition number 1st
  • Edition 1
  • Pages 196
  • Volumes 1
  • Language ENG
  • Publisher Society for Industrial and Applied Mathematic
  • Date January 1, 1987
  • Illustrated Yes
  • ISBN 9780898714333 / 0898714338
  • Weight 0.8 lbs (0.36 kg)
  • Dimensions 9.9 x 6.9 x 0.4 in (25.15 x 17.53 x 1.02 cm)
  • Library of Congress Catalog Number 99-11141
  • Dewey Decimal Code 519.3