Algorithms for Minimization without Derivatives (Paperback)

Language: English

Published by Dover Publications Inc., New York, 2013

0486419983 / 9780486419985

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Paperback. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. …

Seller Inventory # 9780486419985

Title
Algorithms for Minimization without Derivatives (Paperback)
Author
Richard P. Brent
Publisher
Dover Publications Inc., New York
Publication year
2013
Condition
new
Binding
Paperback
Language
English
ISBN 10
0486419983
ISBN 13
9780486419985

Grand Eagle Retail

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