Introduction to Unconstrained Optimization with R

• Main Authors: Mishra, Shashi Kant (Author, http://id.loc.gov/vocabulary/relators/aut), Ram, Bhagwat (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Singapore : Springer Singapore : Imprint: Springer, 2019.
• Edition: 1st ed. 2019.
• Subjects: Mathematical optimization.; Computer mathematics.; Optimization.; Computational Mathematics and Numerical Analysis.

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 met...

Table of Contents:

• 1. Introduction
• 2. Mathematical Foundations
• 3. Basics of R
• 4. First Order and Second Order Necessary Conditions
• 5. One Dimensional Optimization Methods
• 6. Steepest Descent Method
• 7. Newton's Method
• 8. Conjugate Direction Methods
• 9. Quasi-Newton Methods.