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Algorithms for minimization without derivatives

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 d...

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Detalles Bibliográficos
Autor principal: Brent, Richard P
Lenguaje:eng
Publicado: Prentice-Hall 1973
Materias:
Acceso en línea:http://cds.cern.ch/record/113464
Descripción
Sumario: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