Iterative Methods for Optimization

Iterative Methods for Optimization
Author: C. T. Kelley
Publisher: SIAM
Total Pages: 184
Release: 1999-01-01
Genre: Mathematics
ISBN: 0898714338

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a carefully selected group of methods for unconstrained and bound constrained optimization problems is analyzed in depth both theoretically and algorithmically. The book focuses on clarity in algorithmic description and analysis rather than generality, and also provides pointers to the literature for the most general theoretical results and robust software,

Iterative Methods in Combinatorial Optimization

Iterative Methods in Combinatorial Optimization
Author: Lap Chi Lau
Publisher: Cambridge University Press
Total Pages: 255
Release: 2011-04-18
Genre: Computers
ISBN: 1139499394

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With the advent of approximation algorithms for NP-hard combinatorial optimization problems, several techniques from exact optimization such as the primal-dual method have proven their staying power and versatility. This book describes a simple and powerful method that is iterative in essence and similarly useful in a variety of settings for exact and approximate optimization. The authors highlight the commonality and uses of this method to prove a variety of classical polyhedral results on matchings, trees, matroids and flows. The presentation style is elementary enough to be accessible to anyone with exposure to basic linear algebra and graph theory, making the book suitable for introductory courses in combinatorial optimization at the upper undergraduate and beginning graduate levels. Discussions of advanced applications illustrate their potential for future application in research in approximation algorithms.

Iterative Methods for Linear and Nonlinear Equations

Iterative Methods for Linear and Nonlinear Equations
Author: C. T. Kelley
Publisher: SIAM
Total Pages: 179
Release: 1995-01-01
Genre: Mathematics
ISBN: 9781611970944

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Linear and nonlinear systems of equations are the basis for many, if not most, of the models of phenomena in science and engineering, and their efficient numerical solution is critical to progress in these areas. This is the first book to be published on nonlinear equations since the mid-1980s. Although it stresses recent developments in this area, such as Newton-Krylov methods, considerable material on linear equations has been incorporated. This book 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.

Iterative Optimization in Inverse Problems

Iterative Optimization in Inverse Problems
Author: Charles Byrne
Publisher: CRC Press
Total Pages: 298
Release: 2014-02-12
Genre: Business & Economics
ISBN: 1482222345

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Iterative Optimization in Inverse Problems brings together a number of important iterative algorithms for medical imaging, optimization, and statistical estimation. It incorporates recent work that has not appeared in other books and draws on the author's considerable research in the field, including his recently developed class of SUMMA algorithms

Numerical Methods for Unconstrained Optimization and Nonlinear Equations

Numerical Methods for Unconstrained Optimization and Nonlinear Equations
Author: J. E. Dennis, Jr.
Publisher: SIAM
Total Pages: 394
Release: 1996-12-01
Genre: Mathematics
ISBN: 9781611971200

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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.

Iterative Methods for Sparse Linear Systems

Iterative Methods for Sparse Linear Systems
Author: Yousef Saad
Publisher: SIAM
Total Pages: 537
Release: 2003-04-01
Genre: Mathematics
ISBN: 0898715342

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Mathematics of Computing -- General.

First-Order Methods in Optimization

First-Order Methods in Optimization
Author: Amir Beck
Publisher: SIAM
Total Pages: 476
Release: 2017-10-02
Genre: Mathematics
ISBN: 1611974984

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The primary goal of this book is to provide a self-contained, comprehensive study of the main ?rst-order methods that are frequently used in solving large-scale problems. First-order methods exploit information on values and gradients/subgradients (but not Hessians) of the functions composing the model under consideration. With the increase in the number of applications that can be modeled as large or even huge-scale optimization problems, there has been a revived interest in using simple methods that require low iteration cost as well as low memory storage. The author has gathered, reorganized, and synthesized (in a unified manner) many results that are currently scattered throughout the literature, many of which cannot be typically found in optimization books. First-Order Methods in Optimization offers comprehensive study of first-order methods with the theoretical foundations; provides plentiful examples and illustrations; emphasizes rates of convergence and complexity analysis of the main first-order methods used to solve large-scale problems; and covers both variables and functional decomposition methods.

Applied Iterative Methods

Applied Iterative Methods
Author: Charles L. Byrne
Publisher: A K Peters/CRC Press
Total Pages: 408
Release: 2008
Genre: Mathematics
ISBN:

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This book is a collection of essays on iterative algorithms and their uses. It focuses on the mathematics of medical image reconstruction, with emphasis on Fourier inversion. The book discusses the problems and algorithms in the context of operators on finite-dimensional Euclidean space.

Numerical Methods and Optimization

Numerical Methods and Optimization
Author: Jean-Pierre Corriou
Publisher: Springer Nature
Total Pages: 730
Release: 2022-01-04
Genre: Mathematics
ISBN: 3030893669

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This text, covering a very large span of numerical methods and optimization, is primarily aimed at advanced undergraduate and graduate students. A background in calculus and linear algebra are the only mathematical requirements. The abundance of advanced methods and practical applications will be attractive to scientists and researchers working in different branches of engineering. The reader is progressively introduced to general numerical methods and optimization algorithms in each chapter. Examples accompany the various methods and guide the students to a better understanding of the applications. The user is often provided with the opportunity to verify their results with complex programming code. Each chapter ends with graduated exercises which furnish the student with new cases to study as well as ideas for exam/homework problems for the instructor. A set of programs made in MatlabTM is available on the author’s personal website and presents both numerical and optimization methods.

Optimized Iterative Methods with Applications in Diverse Disciplines

Optimized Iterative Methods with Applications in Diverse Disciplines
Author: Samundra Regmi
Publisher: Nova Science Publishers
Total Pages: 337
Release: 2021-04-21
Genre: Mathematics
ISBN: 9781536195088

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"Numerous problems from diverse disciplines can be converted using mathematical modeling to an equation defined on suitable abstract spaces usually involving the n-dimensional Euclidean space, Hilbert space, Banach Space or even more general spaces. The solution of these equations is sought in closed form. But this is possible only in special cases. That is why researchers and practitioners use iterative algorithms, which seem to be the only alternative. Due to the explosion of technology, faster and faster computers become available. This development simply means that new optimized algorithms should be developed to take advantage of these improvements. That is exactly where we come in with our book containing such algorithms with applications in problems from numerical analysis and economics but also from other areas such as biology, chemistry, physics, parallel computing, and engineering. The book is an outgrowth of scientific research conducted over two years. This book can be used by senior undergraduate students, graduate students, researchers, and practitioners in the aforementioned areas in the classroom or as reference material. Readers should know the fundamentals of numerical-functional analysis, economic theory, and Newtonian physics. Some knowledge of computers and contemporary programming shall be very helpful to readers"--