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Algorithms for minimization without derivatives / Richard P. Brent.


Englewood Cliffs, N.J. : Prentice-Hall, [1972] .
ISBN 9780130223357, 0130223352

Location Call Number Status Consortium Loan
George Washington
Gelman stacks
QA 402.5 .B74 Available Request
American
LIB stacks
QA402.5 .B74 Available Request
George Mason
Fenwick stacks
QA402.5.B7 A6 Available Request
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Subjects Algorithmes.
Algorithms.
Algoritmen.
Approximation theory.
Approximation, Théorie de l'.
Maxima and minima.
Maximums et minimums.
Minima (natuurwetenschappen)
Numerische Mathematik.
approximation.
minimisation fonction.
minimisation.
série Taylor.
zéro fonction.
Series Prentice-Hall series in automatic computation.
Description xii, 195 pages : illustrations ; 24 cm.
Copyright Date [1972]
©1973
Notes Includes bibliographical references (pages 169-185) and index.
Also issued online.
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.
Contents Preface -- Introduction and summary -- Some useful results on Taylor series, divided differences, and LaGrange interpolation -- The use of successive interpolation for finding simple zeros of a function and its derivatives -- An algorithm with guaranteed convergence for finding a zero of a function -- 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 -- A new algorithm for minimizing a function of several variable without calculating derivatives.
Genre Extremwertbestimmung.
Network Numbers (OCoLC)515987
(OCoLC)ocm00515987
WorldCat Search OCLC WorldCat
WorldCat Identities Brent, R. P.
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