C.T. Kelley – författare
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4 produkter
4 produkter
Häftad, Engelska, 2004
852 kr
Skickas inom 5-8 vardagar
This book is devoted to giving a modern view of iterative methods for solving linear and nonlinear equations, which are the basis for many, if not most, of the models of phenomena in science and engineering; their efficient numerical solution is critical to progress in these areas. The text provides motivating examples mainly from boundary value problems with partial differential equations, and many of the chapters contain links to MATLAB code, which is provided per anonymous ftp by the author.This is the first book to be published on nonlinear equations since the mid-1980s. Although it stresses recent developments in this area, considerable material on linear equations has been incorporated. It focuses on a small number of methods and treats them in depth. The author provides a complete analysis of the conjugate gradient and generalized minimum residual iterations as well as recent advances including Newton-Krylov methods, incorporation of inexactness and noise into the analysis, new proofs and implementations of Broyden's method, and globalization of inexact Newton methods.Examples, methods, and algorithmic choices are based on applications to infinite dimensional problems such as partial differential equations and integral equations. The analysis and proof techniques are constructed with the infinite dimensional setting in mind and the computational examples and exercises are based on the MATLAB environment.
Häftad, Engelska, 1999
893 kr
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This book presents a carefully selected group of methods for unconstrained and bound constrained optimization problems and analyzes them in depth both theoretically and algorithmically. It focuses on clarity in algorithmic description and analysis rather than generality, and while it provides pointers to the literature for the most general theoretical results and robust software, the author thinks it is more important that readers have a complete understanding of special cases that convey essential ideas. A companion to Kelley’s book, Iterative Methods for Linear and Nonlinear Equations (SIAM, 1995), this book contains many exercises and examples and can be used as a text, a tutorial for self-study, or a reference.Iterative Methods for Optimization does more than cover traditional gradient-based optimization: it is the first book to treat sampling methods, including the Hooke–Jeeves, implicit filtering, MDS, and Nelder–Mead schemes in a unified way, and also the first book to make connections between sampling methods and the traditional gradient-methods. Each of the main algorithms in the text is described in pseudocode, and a collection of MATLAB codes is available. Thus, readers can experiment with the algorithms in an easy way as well as implement them in other languages.
Häftad, Engelska, 2003
759 kr
Skickas inom 5-8 vardagar
This brief book on Newton’s method is a user-oriented guide to algorithms and implementation. In just over 100 pages, it shows, via algorithms in pseudocode, in MATLAB, and with several examples, how one can choose an appropriate Newton-type method for a given problem, diagnose problems, and write an efficient solver or apply one written by others. It contains trouble-shooting guides to the major algorithms, their most common failure modes, and the likely causes of failure. It also includes many worked-out examples (available on the SIAM website) in pseudocode and a collection of MATLAB codes, allowing readers to experiment with the algorithms easily and implement them in other languages.The author covers both simple techniques for scalar problems as well as contemporary techniques (e.g. inexact Newton methods and Newton-Krylov techniques) for larger scale problems. This book is intended to complement Kelley’s larger book, Iterative Methods for Linear and Nonlinear Equations (SIAM, 1995), which focuses on in-depth treatment of convergence theory, but does not discuss the details of solving particular problems, implementation in any particular language, or evaluating a solver for a given problem.
Häftad, Engelska, 2011
887 kr
Skickas inom 5-8 vardagar
Implicit filtering is a way to solve bound-constrained optimization problems for which derivative information is not available. Unlike methods that use interpolation to reconstruct the function and its higher derivatives, implicit filtering builds upon coordinate search and then interpolates to get an approximation of the gradient.The author describes the algorithm, its convergence theory, and a new MATLAB® implementation, and includes three case studies. This book is unique in that it is the only one in the area of derivative-free or sampling methods and is accompanied by publicly available software. It is also designed as a software manual and as a reference for implicit filtering — one can approach the book as a consumer of the software, as a student, or as a researcher in sampling and derivative-free methods. The book includes a chapter on convergence theory that is both accessible to students and an overview of recent results on optimization of noisy functions, including results that depend on non-smooth analysis and results on the handling of constraints.Implicit filtering is used in applications in electrical, civil, and mechanical engineering.