The Leading eBooks Store Online 4,011,120 members ⚫ 1,318,789 ebooks

New to

Learn more

Algorithms for Minimization Without Derivatives

Algorithms for Minimization Without Derivatives by Richard P. Brent
Buy this eBook
US$ 14.95
(If any tax is payable it will be calculated and shown at checkout.)

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.

Dover Publications; June 2013
208 pages; ISBN 9780486143682
Read online, or download in secure EPUB
Title: Algorithms for Minimization Without Derivatives
Author: Richard P. Brent
  • News
  • Contents
No entry found