Algorithms for Minimization Without Derivatives (Dover Books on Mathematics) - Softcover

Brent, R. P.

Softcover

ISBN 10: 0486419983 ISBN 13: 9780486419985

Verlag: Dover Publications Inc., 2002

Inhaltsangabe

This outstanding text for graduate students and researchers proposes improvements to existing algorithms, extends their related mathematical theories, and offers details on new algorithms for approximating local and global minima. None of the algorithms requires an evaluation of derivatives; all depend entirely on sequential function evaluation, a highly practical scenario in the frequent event of difficult-to-evaluate derivatives.
Topics include the use of successive interpolation for finding simple zeros of a function and its derivatives; an algorithm with guaranteed convergence for finding a minimum of a function of one variation; global minimization given an upper bound on the second derivative; and a new algorithm for minimizing a function of several variables without calculating derivatives. Many numerical examples augment the text, along with a complete analysis of rate of convergence for most algorithms and error bounds that allow for the effect of rounding errors.

Details zur Ausgabe

• Verlag: Dover Publications Inc.
• Erscheinungsdatum: 2002
• Sprache: Englisch
• ISBN 10: 0486419983
• ISBN 13: 9780486419985
• Einband: Taschenbuch
• Anzahl der Seiten: 195
• Kontakt zum Hersteller: Dover; info@galileo-mc.de; ; Dachauer Str. 5-7; F�rstenfeldbruck; 82256; Deutschland