Algorithms for Minimization Without Derivatives

Nonfiction, Science & Nature, Mathematics
Cover of the book Algorithms for Minimization Without Derivatives by Richard P. Brent, Dover Publications
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Author: Richard P. Brent ISBN: 9780486143682
Publisher: Dover Publications Publication: June 10, 2013
Imprint: Dover Publications Language: English
Author: Richard P. Brent
ISBN: 9780486143682
Publisher: Dover Publications
Publication: June 10, 2013
Imprint: Dover Publications
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

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