
Interative Methods for Optimization
C.T. Kelley(Author)
Society for Industrial & Applied Mathematics,U.S. (Publisher)
Published on 31. July 1999
Book
Paperback/Softback
195 pages
978-0-89871-433-3 (ISBN)
Description
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, and also the first book to make connections between sampling methods and the traditional gradient-methods. Each of the main algorithms in the text is described in pseudocode, and a collection of MATLAB codes is available. Thus, readers can experiment with the algorithms in an easy way as well as implement them in other languages.
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, and also the first book to make connections between sampling methods and the traditional gradient-methods. Each of the main algorithms in the text is described in pseudocode, and a collection of MATLAB codes is available. Thus, readers can experiment with the algorithms in an easy way as well as implement them in other languages.
More details
Series
Language
English
Place of publication
New York
United States
Target group
Professional and scholarly
Product notice
Paperback (trade)
Unsewn / adhesive bound
Dimensions
Height: 255 mm
Width: 179 mm
Thickness: 14 mm
Weight
362 gr
ISBN-13
978-0-89871-433-3 (9780898714333)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Person
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.
Content
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.
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.