Algorithms for Minimization without Derivatives by Richard P Brent

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Algorithms for Minimization without Derivatives by Richard P Brent

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Part of Dover Books On Mathema 14tics series

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Algorithms for Minimization without Derivatives by Richard P Brent

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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SKU Unavailable
ISBN 13 9780486419985
ISBN 10 0486419983
Title Algorithms for Minimization without Derivatives
Author Richard P Brent
Series Dover Books On Mathema 14tics
Condition Unavailable
Binding Type Paperback
Publisher Dover Publications Inc.
Year published 2013-05-31
Number of pages 208
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.