Introduction to Unconstrained Optimization with R

by Shashi Kant Mishra and Bhagwat Ram

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 9811508968
• ISBN13: 9789811508967
• Release Date: January 2021
• Publisher: Springer
• Length: 304 Pages
• Weight: 1.00 lbs.
• Dimensions: 0.5" x 7.7" x 9.2"