Algorithms for Minimisation without Derivatives

Algorithms for Minimisation without Derivatives

Author
Richard P. Brent
Publisher
Prentice Hall
Language
English
Year
1972
Page
224
ISBN
0130223352,9780130223357
File Type
djvu
File Size
3.3 MiB

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.

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