Numerical methods for solution of unconstrained optimization problems

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The book derives from different lectures given by the authors at the University of Hamburg. The authors consider only numerical methods for unconstrained optimization problems and assume the function to be minimized is continuously differentiable. In the following, you will find the table of contents: 1: Introduction. 2: Optimality conditions. 3: Convex functions. 4: A general descent method. 5: Strategies for the choice of stepsizes. 6: Algorithms for the choice of stepsizes. 7: Rates of convergence. 8: Gradient methods. 9: Newton methods. 10: Inexact Newton methods. 11: Quasi-Newton methods. 12: Limited memory quasi-Newton methods. 13: Conjugate gradient methods. 14: Trust-region methods. The book is clearly written and contains many examples. However it does not contain numerical tests.




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