Logo

Iterative Methods for Optimization

Large book cover: Iterative Methods for Optimization

Iterative Methods for Optimization
by

Publisher: Society for Industrial Mathematics
ISBN/ASIN: 0898714338
ISBN-13: 9780898714333
Number of pages: 188

Description:
This book presents a carefully selected group of methods for unconstrained and bound constrained optimization problems and analyzes them in depth both theoretically and algorithmically. It focuses on clarity in algorithmic description and analysis rather than generality.

Home page url

Download or read it online for free here:
Download link
(1.4MB, PDF)

Similar books

Book cover: A Practical Guide to Robust OptimizationA Practical Guide to Robust Optimization
by - arXiv
The aim of this paper is to help practitioners to understand robust optimization and to successfully apply it in practice. We provide a brief introduction to robust optimization, and also describe important do's and don'ts for using it in practice.
(3137 views)
Book cover: Optimal Stopping and ApplicationsOptimal Stopping and Applications
by - UCLA
From the table of contents: Stopping Rule Problems; Finite Horizon Problems; The Existence of Optimal Rules; Applications. Markov Models; Monotone Stopping Rule Problems; Maximizing the Rate of Return; Bandit Problems; Solutions to the Exercises.
(7220 views)
Book cover: Optimization Algorithms on Matrix ManifoldsOptimization Algorithms on Matrix Manifolds
by - Princeton University Press
Many science and engineering problems can be rephrased as optimization problems on matrix search spaces endowed with a manifold structure. This book shows how to exploit the structure of such problems to develop efficient numerical algorithms.
(11942 views)
Book cover: Linear Optimisation and Numerical AnalysisLinear Optimisation and Numerical Analysis
by - University of Aberdeen
The book describes the simplex algorithm and shows how it can be used to solve real problems. It shows how previous results in linear algebra give a framework for understanding the simplex algorithm and describes other optimization algorithms.
(10051 views)