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.
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.
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
1. Preface 2. How to Get the Software 3. Part I: Optimization of Smooth Functions 4. Chapter 1: Basic Concepts 5. Chapter 2: Local Convergence of Newton’s Method 6. Chapter 3: Global Convergence 7. Chapter 4: The BFGS Method 8. Chapter 5: Simple Bound Constraints 9. Part II: Optimization of Noisy Functions 10. Chapter 6: Basic Concepts and Goals 11. Chapter 7: Implicit Filtering 12. Chapter 8: Direct Search Algorithms 13. Bibliography 14. Index.
