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Algorithms for minimization without derivatives by Richard P. Brent

Algorithms for minimization without derivatives Richard P. Brent ebook
ISBN: 0130223352, 9780130223357
Page: 204
Publisher: Prentice Hall
Format: djvu

Practical Statistics for the Physical Sciences · Subscribe · Academic · Publications . Algorithms for minimization without derivatives. Algorithm for unconstrained minimization without evaluation of derivatives The presented algorithm is implementable, no exact line search is required. Brent, “Algorithms for Minimization without Derivatives” Prentice Hall. 1 Dekker's method; 2 Brent's method; 3 Algorithm; 4 Example; 5 Example .. This implementation is based on that described by R.P. Cam- bridge University Press, Cambridge, England, 1990. *FREE* super saver shipping on qualifying offers. To use the minimization algorithms to find the maximum of a function simply invert its The updating procedure uses only function evaluations (not derivatives). Brent in Chapter 5 of "Algorithms for Minimization Without Derivatives", 1973. Algorithms for Minimization Without Derivatives [Richard P.