Iterative Methods for Optimization

C. T. Kelley

Publisher:

SIAM

Publication Date:

1999

Number of Pages:

180

Format:

Paperback

Series:

Frontiers in Applied Mathematics 18

Price:

57.50

ISBN:

978-0-898714-33-3

Category:

General

MAA Review
Table of Contents

We do not plan to review this book.

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.

Tags:

Optimization