Richard P. Brent

Algorithms for Minimization Without Derivatives

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ISBN 13:: 9780486419985
author:: Richard P. Brent
format:: Paperback
publisher:: Dover Publications
language:: English
Publication Year:: 2013
Pages:: 208
Dimensions:: 5.30 (w) x 8.40 (h) x 0.60 (d)
Genre:: Mathematical Analysis - General & Miscellaneous, Mathematical Programming & Operations Research
Condition:: New
Availability:: Item usually sent within 7 working days

£12.74

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Description

Description

Algorithms for Minimization Without Derivatives by Richard P. Brent is a comprehensive guide for graduate students and researchers in the field of mathematics and computer science. The book presents improvements to existing algorithms, extends related mathematical theories, and introduces new methods for approximating local and global minima.

One of the key features of this book is its focus on algorithms that do not require the evaluation of derivatives, making them highly practical in situations where derivatives are difficult to calculate. The text covers a range of topics, including successive interpolation for finding zeros of a function and its derivatives, guaranteed convergence algorithms, and global minimization given an upper bound on the second derivative.

Numerical examples and a detailed analysis of the rate of convergence for most algorithms are included to support the theoretical concepts. This book is an essential resource for anyone working in optimization, programming, or algorithms, and is particularly useful for those looking to develop practical skills in sequential function evaluation.

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