C T Kelley

Iterative Methods for Optimization

• Broschiertes Buch

Produktbeschreibung

A carefully selected group of methods for unconstrained and bound constrained optimization problems

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Produktdetails

• Verlag: Society for Industrial and Applied Mathematics (SIAM)
• Seitenzahl: 196
• Erscheinungstermin: 1. Januar 1987
• Englisch
• Abmessung: 255mm x 179mm x 14mm
• Gewicht: 362g
• ISBN-13: 9780898714333
• ISBN-10: 0898714338
• Artikelnr.: 23253263

Autorenporträt

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.

Inhaltsangabe

Preface
How to Get the Software
Part I: Optimization of Smooth Functions
Chapter 1: Basic Concepts
Chapter 2: Local Convergence of Newton's Method
Chapter 3: Global Convergence
Chapter 4: The BFGS Method
Chapter 5: Simple Bound Constraints
Part II: Optimization of Noisy Functions
Chapter 6: Basic Concepts and Goals
Chapter 7: Implicit Filtering
Chapter 8: Direct Search Algorithms
Bibliography
Index.