Numerical Methods for Unconstrained Optimization and Nonlinear EquationsSIAM, 1 dic 1996 - 394 páginas This book has become the standard for a complete, state-of-the-art description of the methods for unconstrained optimization and systems of nonlinear equations. Originally published in 1983, it provides information needed to understand both the theory and the practice of these methods and provides pseudocode for the problems. The algorithms covered are all based on Newton's method or "quasi-Newton" methods, and the heart of the book is the material on computational methods for multidimensional unconstrained optimization and nonlinear equation problems. The republication of this book by SIAM is driven by a continuing demand for specific and sound advice on how to solve real problems. The level of presentation is consistent throughout, with a good mix of examples and theory, making it a valuable text at both the graduate and undergraduate level. It has been praised as excellent for courses with approximately the same name as the book title and would also be useful as a supplemental text for a nonlinear programming or a numerical analysis course. Many exercises are provided to illustrate and develop the ideas in the text. A large appendix provides a mechanism for class projects and a reference for readers who want the details of the algorithms. Practitioners may use this book for self-study and reference. For complete understanding, readers should have a background in calculus and linear algebra. The book does contain background material in multivariable calculus and numerical linear algebra. |
Índice
1 | |
2 | |
15 | |
CL16_introduction2 | 39 |
CL16_ch3 | 40 |
CL16_ch4 | 69 |
CL16_introduction3 | 85 |
CL16_ch5 | 86 |
CL16_introduction4 | 167 |
CL16_ch8 | 168 |
CL16_ch9 | 194 |
CL16_introduction5 | 217 |
CL16_ch10 | 218 |
CL16_ch11 | 239 |
259 | |
CL16_appendixb | 361 |
Otras ediciones - Ver todo
Numerical Methods for Unconstrained Optimization and Nonlinear Equations J. E. Dennis, Jr.,Robert B. Schnabel Vista previa restringida - 1996 |
Numerical Methods for Unconstrained Optimization and Nonlinear Equations J. E. Dennis,Robert B. Schnabel No hay ninguna vista previa disponible - 1987 |
Términos y frases comunes
additional Algorithm analytic appendix apply approximation bound calculate CALL Chapter choice choose close component condition consider Considerations constant contains continuously convergence defined derivative Description diagonal difference direction discussed driver error evaluations example Exercise exists factorization Figure find finite finite-difference first function given gives global gradient Guideline Hessian implementation important Input Parameters iteration Jacobian least least-squares Lemma linear macheps matrix means modules Newton’s method nonlinear equations norm optimization Output Parameters Parameters positive definite practice problem proof Prove quadratic reader reason region result RETURN root routine scaling secant method secant update Section sequence solution solving statement step storage strategy symmetric techniques termcode terminate Theorem tion TRUE trust unconstrained minimization upper variable vector Vf(x zero