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.

Reviewer: T.F.Coleman (Ithaca)

##### MSC:

65K05 | Numerical mathematical programming methods |

65H10 | Numerical computation of solutions to systems of equations |

90C30 | Nonlinear programming |