Algorithms For Minimization Without Derivatives; Author: Brent, Richard P.; Author: Brent, R. P.; Hardback; Book

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Algorithms For Minimization Without Derivatives

Author: Brent, Richard P.; Author: Brent, R. P.
Hardback; Book
195 pages
Published: February 2002
Dover Publications
ISBN: 0486419983

The ever-growing relevance of computers to our daily lives increases the importance of developing algorithms suitable for computer use. This outstanding volume 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. Subjects includethe 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 variable; 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 appear here, along

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