Algorithms for minimization without derivatives
by R. P. Brent
Outstanding text for graduate students and research workers proposes improvements to existing algorithms, extends their related mathematical theories, and offers details on new algorithms for approximating local and global minima. Many numerical examples, along with complete analysis of rate of convergence for most of the algorithms and error bounds that allow for the effect of rounding errors.
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Previews available in: English
| Edition | Availability |
|---|---|
1
Algorithms for minimization without derivatives
2002, Dover Publications
in English
0486419983 9780486419985
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2
Algorithms for minimization without derivatives
1972, Prentice-Hall
in English
0130223352 9780130223357
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Edition Notes
Bibliography: p. 169-185.
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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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| March 26, 2021 | Edited by MARC Bot | import existing book |
| May 13, 2016 | Edited by Mithun Jacob | added description |
| November 28, 2012 | Edited by AnandBot | Fixed spam edits. |
| November 26, 2012 | Edited by | Edited without comment. |
| December 10, 2009 | Created by WorkBot | add works page |