Algorithms for Minimization without Derivatives by Richard P Brent

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.

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.