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Algorithms for Minimization Without Derivatives
by Brent, Richard P.9780486419985
0486419983
Paperback
4/17/2013
Dover Publications
Summary
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.
Table of Contents
Preface to Dover Edition  viii  
Preface  ix  

1  (8)  

1  (3)  

4  (5)  

9  (10)  

9  (1)  

10  (1)  

11  (1)  

12  (1)  

13  (2)  

15  (4)  

19  (28)  

19  (2)  

21  (1)  

22  (2)  

24  (2)  

26  (3)  

29  (5)  

34  (6)  

40  (3)  

43  (2)  

45  (2)  

47  (14)  

47  (1)  

48  (5)  

53  (1)  

54  (2)  

56  (2)  

58  (3)  

61  (20)  

61  (2)  

63  (2)  

65  (7)  

72  (3)  

75  (1)  

76  (2)  

78  (1)  

79  (2)  

81  (35)  

81  (3)  

84  (2)  

86  (11)  

97  (3)  

100  (3)  

103  (2)  

105  (2)  

107  (4)  

111  (1)  

112  (4)  

116  (53)  

116  (6)  

122  (2)  

124  (4)  

128  (4)  

132  (3)  

135  (2)  

137  (17)  

154  (1)  

155  (14)  
Bibliography  169  (18)  
Appendix: Fortran subroutines  187  (6)  
Index  193 