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portada Introduction to Unconstrained Optimization with R
Type
Physical Book
Author
Publisher
Year
2020
Language
English
Pages
304
Format
Hardcover
ISBN13
9789811508936
Edition No.
1
Categories

Introduction to Unconstrained Optimization with R

Shashi Kant Mishra (Author) · Bhagwat Ram (Author) · Springer · Hardcover

Introduction to Unconstrained Optimization with R - Mishra, Shashi Kant ; Ram, Bhagwat

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Synopsis "Introduction to Unconstrained Optimization with R"

This book discusses unconstrained optimization with R--a free, open-source computing environment, which works on several platforms, including Windows, Linux, and macOS. The book highlights methods such as the steepest descent method, Newton method, conjugate direction method, conjugate gradient methods, quasi-Newton methods, rank one correction formula, DFP method, BFGS method and their algorithms, convergence analysis, and proofs. Each method is accompanied by worked examples and R scripts. To help readers apply these methods in real-world situations, the book features a set of exercises at the end of each chapter. Primarily intended for graduate students of applied mathematics, operations research and statistics, it is also useful for students of mathematics, engineering, management, economics, and agriculture.

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