Iterative Methods for Optimization
by C.T. Kelley
Publisher: Society for Industrial Mathematics 1987
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.
Download or read it online for free here:
Download link
(1.4MB, PDF)
Similar books
An Introduction to Nonlinear Optimization Theoryby Marius Durea, Radu Strugariu - De Gruyter Open
Starting with the case of differentiable data and the classical results on constrained optimization problems, continuing with the topic of nonsmooth objects involved in optimization, the book concentrates on both theoretical and practical aspects.
(8560 views)
A Practical Guide to Robust Optimizationby Bram L. Gorissen, Ihsan Yanıkoğlu, Dick den Hertog - 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.
(8216 views)
Optimization Models For Decision Makingby Katta G. Murty - Springer
This is a Junior level book on some versatile optimization models for decision making in common use. The aim of this book is to develop skills in mathematical modeling, and in algorithms and computational methods to solve and analyze these models.
(12473 views)
Applied Mathematical Programmingby S. Bradley, A. Hax, T. Magnanti - Addison-Wesley
This book shows you how to model a wide array of problems. Covered are topics such as linear programming, duality theory, sensitivity analysis, network/dynamic programming, integer programming, non-linear programming, and my favorite, etc.
(21197 views)