Bøger af C. T. Kelley

Provides a modern view of iterative methods for solving linear and nonlinear equations, which are the basis for many of the models of phenomena in science and engineering. The text provides motivating examples mainly from boundary value problems with partial differential equations, and many of the chapters contain links to MATLAB code.

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.

Implicit filtering is a way to solve bound-constrained optimization problems for which derivative information is not available. Here, the author describes the algorithm, its convergence theory, and a new MATLAB(R) implementation, and includes three case studies.

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.