Numerical methods for unconstrained optimization and nonlinear equations J.E. Dennis, Jr., Robert B. Schnabel. Classics in applied mathematics 16.

Dennis, John E.:

ISBN 10: 0898713641 / ISBN 13: 9780898713640

Editore: Philadelphia, Society for Industrial and Applied Mathematics, 1996

Riguardo questo articolo

Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ancien Exemplaire de bibliothèque avec signature et cachet. BON état, quelques traces d'usure. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. 65 DEN 9780898713640 Sprache: Englisch Gewicht in Gramm: 550.

Codice articolo 2502345

Dati bibliografici

• Titolo: Numerical methods for unconstrained optimization and nonlinear equations J.E. Dennis, Jr., Robert B. Schnabel. Classics in applied mathematics 16.
• Editore: Philadelphia, Society for Industrial and Applied Mathematics
• Data di pubblicazione: 1996
• Lingua: Inglese
• ISBN 10: 0898713641
• ISBN 13: 9780898713640
• Rilegatura: Softcover
• Peso: 550 grammi
• Cataloghi dei venditori:
  • SA MATHEMATIK

Descrizione articolo

Riassunto

A complete, state-of-the-art description of the methods for unconstrained optimization and systems of nonlinear equations.

Contenuti

Preface; 1. Introduction. Problems to be considered; Characteristics of 'real-world' problems; Finite-precision arithmetic and measurement of error; Exercises; 2. Nonlinear Problems in One Variable. What is not possible; Newton's method for solving one equation in one unknown; Convergence of sequences of real numbers; Convergence of Newton's method; Globally convergent methods for solving one equation in one uknown; Methods when derivatives are unavailable; Minimization of a function of one variable; Exercises; 3. Numerical Linear Algebra Background. Vector and matrix norms and orthogonality; Solving systems of linear equations—matrix factorizations; Errors in solving linear systems; Updating matrix factorizations; Eigenvalues and positive definiteness; Linear least squares; Exercises; 4. Multivariable Calculus Background; Derivatives and multivariable models; Multivariable finite-difference derivatives; Necessary and sufficient conditions for unconstrained minimization; Exercises; 5. Newton's Method for Nonlinear Equations and Unconstrained Minimization. Newton's method for systems of nonlinear equations; Local convergence of Newton's method; The Kantorovich and contractive mapping theorems; Finite-difference derivative methods for systems of nonlinear equations; Newton's method for unconstrained minimization; Finite difference derivative methods for unconstrained minimization; Exercises; 6. Globally Convergent Modifications of Newton's Method. The quasi-Newton framework; Descent directions; Line searches; The model-trust region approach; Global methods for systems of nonlinear equations; Exercises; 7. Stopping, Scaling, and Testing. Scaling; Stopping criteria; Testing; Exercises; 8. Secant Methods for Systems of Nonlinear Equations. Broyden's method; Local convergence analysis of Broyden's method; Implementation of quasi-Newton algorithms using Broyden's update; Other secant updates for nonlinear equations; Exercises; 9. Secant Methods for Unconstrained Minimization. The symmetric secant update of Powell; Symmetric positive definite secant updates; Local convergence of positive definite secant methods; Implementation of quasi-Newton algorithms using the positive definite secant update; Another convergence result for the positive definite secant method; Other secant updates for unconstrained minimization; Exercises; 10. Nonlinear Least Squares. The nonlinear least-squares problem; Gauss-Newton-type methods; Full Newton-type methods; Other considerations in solving nonlinear least-squares problems; Exercises; 11. Methods for Problems with Special Structure. The sparse finite-difference Newton method; Sparse secant methods; Deriving least-change secant updates; Analyzing least-change secant methods; Exercises; Appendix A. A Modular System of Algorithms for Unconstrained Minimization and Nonlinear Equations (by Robert Schnabel); Appendix B. Test Problems (by Robert Schnabel); References; Author Index; Subject Index.