Algorithms for Minimization Without Derivatives (Dover Books on Mathematics) by Richard P. Brent (PDF)

Description

This outstanding text for graduate students and researchers proposes improvements to existing algorithms, extends their related mathematical theories, and offers details on new algorithms for approximating local and global minima. None of the algorithms requires an evaluation of derivatives; all depend entirely on sequential function evaluation, a highly practical scenario in the frequent event of difficult-to-evaluate derivatives.Topics include the use of successive interpolation for finding simple zeros of a function and its derivatives; an algorithm with guaranteed convergence for finding a minimum of a function of one variation; global minimization given an upper bound on the second derivative; and a new algorithm for minimizing a function of several variables without calculating derivatives. Many numerical examples augment the text, along with a complete analysis of rate of convergence for most algorithms and error bounds that allow for the effect of rounding errors.

User’s Reviews

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐Great resource, often referenced. I found a typo in the “LocalMin” AGOL 60 routine published in section 5.8. There’s a “Less than” that should be a “Greater Than”. The FORTRAN routine published in the book is correct on this line of code. I have not yet implemented the other routines but I plan on it. I rate it so highly because the content is quality despite the typo.I originally posted the corrected source code, but Amazon took that review down thinking I was trying to publish links or do something harmful. The error shows up above the line “Parabolic Interpolation” the letter P should be greater than Q on the line above. Obviously please confirm yourself when coding it.

⭐dated info, but a good reference

⭐A classic book that fully explains PRAXIS. Really valuable.

⭐It’s really a timeless classic. The only “drawback”, and it really isn’t one, is that *the* algorithm, which is known as “Brent’s method”, is so popular you can find implementations of it in virtually every single programming language known to man on the internet. At this point, the book serves as a reference for convergence theorems and other discussions. Not to dismiss the rest of the book, but his treatment of other subjects such as derivative free multivariate minimization has been superseded by other texts with a superior treatment. It’s quite affordable and nice to have as a throwback to the origins of such a popular, and robust, method.

⭐Very glad this fantastic book is available in print as it is still relevant today. Very happy with my purchase.

Keywords

Free Download Algorithms for Minimization Without Derivatives (Dover Books on Mathematics) in PDF format
Algorithms for Minimization Without Derivatives (Dover Books on Mathematics) PDF Free Download
Download Algorithms for Minimization Without Derivatives (Dover Books on Mathematics) 2013 PDF Free
Algorithms for Minimization Without Derivatives (Dover Books on Mathematics) 2013 PDF Free Download
Download Algorithms for Minimization Without Derivatives (Dover Books on Mathematics) PDF
Free Download Ebook Algorithms for Minimization Without Derivatives (Dover Books on Mathematics)