Iterative methods for optimization:
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Bibliographic Details
Main Author: Kelley, C. T. (Author)
Format: Electronic eBook
Language:English
Published: Philadelphia, Pa. Society for Industrial and Applied Mathematics 1999
Series:Frontiers in applied mathematics 18
Subjects:
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Item Description:Mode of access: World Wide Web. - System requirements: Adobe Acrobat Reader
Includes bibliographical references (p. 161-176) and index
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
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
Physical Description:1 Online-Ressource (xv, 180 Seiten)
ISBN:0898714338
9780898714333
DOI:10.1137/1.9781611970920

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