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Numerical methods for unconstrained optimization and nonlinear equations. Repr. (English) Zbl 0847.65038
Classics in Applied Mathematics. 16. Philadelphia, PA: SIAM, Society for Industrial and Applied Mathematics. xv, 378 p. (1996).
This is a re-issue of a very popular and useful book (1983; Zbl 0579.65058). The main focus is on quasi-Newton methods for unconstrained minimization and nonlinear systems. The target problems, by and large, are small to medium-sized where sparsity and structure are not issues. This book represents a balanced approach in that motivation, theory, and practical issues are equally emphasized. In addition to the core material on quasi-Newton methods, useful background material is covered (1-dimensional problems, relevant numerical linear algebra) and there is a final chapter concerned with large problems. This is an excellent book to be used as a text or a resource.

MSC:
65K05 Numerical mathematical programming methods
65H10 Numerical computation of solutions to systems of equations
90C30 Nonlinear programming
Software:
LINPACK
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