Trust-Region Methods
By addebook • Dec 8th, 2008 • Category: Mathematics
Trust-Region Methods (MPS-SIAM Series on Optimization)
Trust-Region Methods (MPS-SIAM Series on Optimization)
By Andrew R. Conn, Nicholas I. M. Gould, Philippe L. Toint
Publisher: Society for Industrial Mathematics
Number Of Pages: 979
Publication Date: 1987-01-01
ISBN-10 / ASIN: 0898714605
ISBN-13 / EAN: 9780898714609
Binding: Hardcover
This is the first comprehensive reference on trust-region methods, a class of numerical algorithms for the solution of nonlinear convex optimization methods. Its unified treatment covers both unconstrained and constrained problems and reviews a large part of the specialized literature on the subject. It also provides an up-to-date view of numerical optimization. Written primarily for postgraduates and researchers, the book features an extensive commented bibliography, which contains more than 1000 references by over 750 authors. The book also contains several practical comments and an entire chapter devoted to software and implementation issues. Its many illustrations, including nearly 100 figures, balance the formal and intuitive treatment of the presented topics.
Summary: Great book!
Rating: 5
A great and thurough overview on old methods and new methods to solve trust-region problems. Excellent reference book for this topic. The book is extremely well-written with great care for details. Citations and references at the ends of the chapters are invaluable.
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