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Introduction to Unconstrained Optimization with R

  • Shashi Kant Mishra
  • Bhagwat Ram
Textbook

Table of contents

  1. Front Matter
    Pages i-xvi
  2. Shashi Kant Mishra, Bhagwat Ram
    Pages 1-7
  3. Shashi Kant Mishra, Bhagwat Ram
    Pages 9-33
  4. Shashi Kant Mishra, Bhagwat Ram
    Pages 35-55
  5. Shashi Kant Mishra, Bhagwat Ram
    Pages 57-84
  6. Shashi Kant Mishra, Bhagwat Ram
    Pages 85-130
  7. Shashi Kant Mishra, Bhagwat Ram
    Pages 131-173
  8. Shashi Kant Mishra, Bhagwat Ram
    Pages 175-209
  9. Shashi Kant Mishra, Bhagwat Ram
    Pages 211-244
  10. Shashi Kant Mishra, Bhagwat Ram
    Pages 245-289
  11. Back Matter
    Pages 291-304

About this book

Introduction

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.

Keywords

Optimization Text Unconstrained Optimization Numerical Optimization Steepest Descent Method Conjugate Gradient Method Basics of R One-dimensional Optimization Newton's Method Conjugate Direction Methods Quasi-Newton Methods

Authors and affiliations

  • Shashi Kant Mishra
    • 1
  • Bhagwat Ram
    • 2
  1. 1.Department of MathematicsBanaras Hindu UniversityVaranasiIndia
  2. 2.Department of MathematicsBanaras Hindu UniversityVaranasiIndia

Bibliographic information

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