Numerical Methods for Unconstrained Optimization and Nonlinear Equations

Numerical Methods for Unconstrained Optimization and Nonlinear Equations PDF Author: J. E. Dennis, Jr.
Publisher: SIAM
ISBN: 0898713641
Category : Mathematics
Languages : en
Pages : 390

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

Numerical Methods for Unconstrained Optimization and Nonlinear Equations

Numerical Methods for Unconstrained Optimization and Nonlinear Equations PDF Author: J. E. Dennis, Jr.
Publisher: SIAM
ISBN: 0898713641
Category : Mathematics
Languages : en
Pages : 390

Get Book

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

Numerical Methods for Unconstrained Optimization and Nonlinear Equations

Numerical Methods for Unconstrained Optimization and Nonlinear Equations PDF Author: J. E. Dennis, Jr.
Publisher: SIAM
ISBN: 9781611971200
Category : Mathematics
Languages : en
Pages : 394

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Book Description
This book has become the standard for a complete, state-of-the-art description of the methods for unconstrained optimization and systems of nonlinear equations. Originally published in 1983, it provides information needed to understand both the theory and the practice of these methods and provides pseudocode for the problems. The algorithms covered are all based on Newton's method or "quasi-Newton" methods, and the heart of the book is the material on computational methods for multidimensional unconstrained optimization and nonlinear equation problems. The republication of this book by SIAM is driven by a continuing demand for specific and sound advice on how to solve real problems. The level of presentation is consistent throughout, with a good mix of examples and theory, making it a valuable text at both the graduate and undergraduate level. It has been praised as excellent for courses with approximately the same name as the book title and would also be useful as a supplemental text for a nonlinear programming or a numerical analysis course. Many exercises are provided to illustrate and develop the ideas in the text. A large appendix provides a mechanism for class projects and a reference for readers who want the details of the algorithms. Practitioners may use this book for self-study and reference. For complete understanding, readers should have a background in calculus and linear algebra. The book does contain background material in multivariable calculus and numerical linear algebra.

无约束最优化与非线性方程的数值方法

无约束最优化与非线性方程的数值方法 PDF Author: John E. Dennis
Publisher:
ISBN: 9787030234827
Category : Equations
Languages : en
Pages : 378

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Book Description
中国科学院科学出版基金资助出版

Numerical Methods for Unconstrained Optimization and Nonlinear Equations

Numerical Methods for Unconstrained Optimization and Nonlinear Equations PDF Author: J. E. Dennis
Publisher: Society for Industrial and Applied Mathematics
ISBN: 9780898713640
Category : Mathematics
Languages : en
Pages : 394

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Book Description
This book has become the standard for a complete, state-of-the-art description of the methods for unconstrained optimization and systems of nonlinear equations. Originally published in 1983, it provides information needed to understand both the theory and the practice of these methods and provides pseudocode for the problems. The algorithms covered are all based on Newton's method or 'quasi-Newton' methods, and the heart of the book is the material on computational methods for multidimensional unconstrained optimization and nonlinear equation problems. The republication of this book by SIAM is driven by a continuing demand for specific and sound advice on how to solve real problems.

Numerical Methods and Optimization

Numerical Methods and Optimization PDF Author: Sergiy Butenko
Publisher: CRC Press
ISBN: 1466577789
Category : Business & Economics
Languages : en
Pages : 408

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Book Description
For students in industrial and systems engineering (ISE) and operations research (OR) to understand optimization at an advanced level, they must first grasp the analysis of algorithms, computational complexity, and other concepts and modern developments in numerical methods. Satisfying this prerequisite, Numerical Methods and Optimization: An Intro

Numerical Optimization

Numerical Optimization PDF Author: Jorge Nocedal
Publisher: Springer Science & Business Media
ISBN: 0387400656
Category : Mathematics
Languages : en
Pages : 664

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Book Description
Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This natural and reasonable approach to mathematical programming covers numerical methods for finite-dimensional optimization problems. It begins with very simple ideas progressing through more complicated concepts, concentrating on methods for both unconstrained and constrained optimization.

Numerical Methods for Non-linear Optimization

Numerical Methods for Non-linear Optimization PDF Author: F. A. Lootsma
Publisher:
ISBN:
Category : Mathematical optimization
Languages : en
Pages : 464

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Book Description


Numerical Methods and Optimization in Finance

Numerical Methods and Optimization in Finance PDF Author: Manfred Gilli
Publisher: Academic Press
ISBN: 0128150653
Category :
Languages : en
Pages : 638

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Book Description
Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk management and from option pricing to model calibration-can be efficiently handled using modern computational techniques. Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, particularly so-called heuristics. This book treats quantitative analysis as an essentially computational discipline in which applications are put into software form and tested empirically. This revised edition includes two new chapters, a self-contained tutorial on implementing and using heuristics, and an explanation of software used for testing portfolio-selection models. Postgraduate students, researchers in programs on quantitative and computational finance, and practitioners in banks and other financial companies can benefit from this second edition of Numerical Methods and Optimization in Finance. Introduces numerical methods to readers with economics backgrounds Emphasizes core simulation and optimization problems Includes MATLAB and R code for all applications, with sample code in the text and freely available for download

Numerical Solutions of Realistic Nonlinear Phenomena

Numerical Solutions of Realistic Nonlinear Phenomena PDF Author: J. A. Tenreiro Machado
Publisher: Springer Nature
ISBN: 3030371417
Category : Mathematics
Languages : en
Pages : 231

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Book Description
This collection covers new aspects of numerical methods in applied mathematics, engineering, and health sciences. It provides recent theoretical developments and new techniques based on optimization theory, partial differential equations (PDEs), mathematical modeling and fractional calculus that can be used to model and understand complex behavior in natural phenomena. Specific topics covered in detail include new numerical methods for nonlinear partial differential equations, global optimization, unconstrained optimization, detection of HIV- Protease, modelling with new fractional operators, analysis of biological models, and stochastic modelling.

Advances in Optimization and Numerical Analysis

Advances in Optimization and Numerical Analysis PDF Author: S. Gomez
Publisher: Springer Science & Business Media
ISBN: 9401583307
Category : Mathematics
Languages : en
Pages : 285

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Book Description
In January 1992, the Sixth Workshop on Optimization and Numerical Analysis was held in the heart of the Mixteco-Zapoteca region, in the city of Oaxaca, Mexico, a beautiful and culturally rich site in ancient, colonial and modern Mexican civiliza tion. The Workshop was organized by the Numerical Analysis Department at the Institute of Research in Applied Mathematics of the National University of Mexico in collaboration with the Mathematical Sciences Department at Rice University, as were the previous ones in 1978, 1979, 1981, 1984 and 1989. As were the third, fourth, and fifth workshops, this one was supported by a grant from the Mexican National Council for Science and Technology, and the US National Science Foundation, as part of the joint Scientific and Technical Cooperation Program existing between these two countries. The participation of many of the leading figures in the field resulted in a good representation of the state of the art in Continuous Optimization, and in an over view of several topics including Numerical Methods for Diffusion-Advection PDE problems as well as some Numerical Linear Algebraic Methods to solve related pro blems. This book collects some of the papers given at this Workshop.