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Könyv Algorithms for Minimization Without Derivatives Richard P Brent

Algorithms for Minimization Without Derivatives

Szerző: Richard P Brent
Nyelv: Angol
Kötés: Puha kötésű
Kiadó: Dover Publications Inc.
Elérhetőség: Beszállítói készleten
Küldés 10-16 napon belül
4 700 Ft
PREFACE TO DOVER EDITION PREFACE 1 INTRODUCTION AND SUMMARY 1.1 Introduction 1.2 Summary 2 "S...

Információk a könyvről

Szerző
Richard P Brent
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2013
oldal
208
EAN
9780486419985
ISBN
0486419983
Enbook ID
01258428
Kiadó
Dover Publications Inc.
Súly
219
Méretek
136 x 214 x 10

Teljes leírás

PREFACE TO DOVER EDITION PREFACE 1 INTRODUCTION AND SUMMARY 1.1 Introduction 1.2 Summary 2 "SOME USEFUL RESULTS ON TAYLOR SERIES, DIVIDED DIFFERENCIES, AND LAGRANGE INTERPOLATION" 2.1 Introduction 2.2 Notation and definitions 2.3 Truncated Taylor series 2.4 Lagrange interpolation 2.5 Divided differences 2.6 Differentiating the error 3 THE USE OF SUCCESSIVE INTERPOLATION FOR FINDING SIMPLE ZEROS OF A FUNCTION AND ITS DERIVATIVES 3.1 Introduction 3.2 The definition of order 3.3 Convergence to a zero 3.4 Superlinear convergence 3.5 Strict superlinear convergence 3.6 The exact order of convergence 3.7 Stronger results for q = 1 and 2 3.8 Accelerating convergence 3.9 Some numerical examples 3.10 Summary 4 AN ALGORITHM WITH GUARANTEED CONVERGENCE FOR FINDING A ZERO OF A FUNCTION 4.1 Introduction 4.2 The algorithm 4.3 Convergence properties 4.4 Practical tests 4.5 Conclusion 4.6 ALGOL 60 procedures 5 AN ALGORITHM WITH GUARANTEED CONVERGENCE FOR FINDING A MINIMUM OF A FUNCTION OF ONE VARIABLE 5.1 Introduction 5.2 Fundamental limitations because of rounding errors 5.3 Unimodality and d-unimodality 5.4 An algorithm analogous to Dekker's algorithm 6 GLOBAL MINIMIZATION GIVEN AN UPPER BOUND ON THE SECOND DERIVATIVE 6.1 Introduction 6.2 The basic theorems 6.3 An algorithm for global minimization 6.4 The rate of convergence in some special cases 6.5 A lower bound on the number of function evaluations required 6.6 Practical tests 6.7 Some extensions and generalizations 6.8 An algorithm for global minimization of a function of several variables 6.9 Summary and conclusions 6.10 ALGOL 60 procedures 7 A NEW ALGORITHM FOR MINIMIZING A FUNCTION OF SEVERAL VARIABLES WITHOUT CALCULATING DERIVATIVES 7.1 Introduction and survey of the literature 7.2 The effect of rounding errors 7.3 Powell's algorithm 7.4 The main modification 7.5 The resolution ridge problem 7.6 Some further details 7.7 Numerical results and comparison with other methods 7.8 Conclusion 7.9 An ALGOL W procedure and test program BIBLIOGRAPHY APPENDIX: FORTRAN subroutines INDEX

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