Scribd
Upload
1K views126 pages

3914.practical Methods of Optimization. Volume 1. Unconstrained Optimization by R. Fletcher

Uploaded by

igor_2yu
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF or read online on Scribd
Download as pdf
1K views126 pages

3914.practical Methods of Optimization. Volume 1. Unconstrained Optimization by R. Fletcher

Uploaded by

igor_2yu
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF or read online on Scribd
Download as pdf
Download as pdf
You are on page 1/ 126
Practical Methods of Optimization Volume 1 Unconstrained Optimization R. Fletcher Department of Mathematics University of Dundee, Scotland, U.K. A Wiley—Interscience Publication JOHN WILEY & SONS Chichester + New York + Brisbane + Toronto Copyright © 1980, by John Wiley & Sons, Ltd, All tights reserved, No part of this book may be reproduced by any means, nor transmitted, nor translated into a machine language without the written permission of the publisher. British Library Cotatoguing in Publication Data: Fletcher, Roger Practical methods of optimization. Vol, 1: Unconstrained optimization i, Mathematical optimization L Title $5 Qa402.5 7941486 ISBN 0471 277118 ‘Typeset by Preface Lid, Salisbury, Wilts. and printed in the ‘United States of America. Contents Preface . Chapter 1 Introduction . : 1.1 History and Applications . 12 Mathematical Background . Questions for Chapter { Chapter 2 Structure of Methods . 2.1 Conditions for Local Minima . 2.2 Ad hoc Methods - 2.3 Useful Algorithmic Properties 2.4 Descent Methods and Stability 2.8 Quadratic Models : 2.6 Algorithms for the Line Seareh . Questions for Chapter 2 Chapter3 Newtorrlike Methods . 3.1 Newton's Method 3.2 Quasi-Newton Methods . 3.3 Invariance and Metrics . 3.4 The Broyden Family 3.5 Numerical Experiments 3.6 Other Formulae . Questions for Chapter 3 Chapter 4 Conjugate Direction Methods 4.1 Conjugate Gradient Methods . 4.2 Direction Set Methods . Questions for Chapter 4 Chapter $ Restricted Step Methods 5.1 A Model Algorithm | 5.2 Levenberg~Marquardt Methods . Questions for Chapter 5

You might also like