Authors:J. E. Dennis, Robert B. Schnabel,
Publisher: Society for Industrial Mathematic
Keywords: classics, applied, mathematics, equations, nonlinear, methods, unconstrained, optimization, numerical
Number of Pages: 394
Published: 1987-01-01
List price: $61.00
ISBN-10: 0898713641
ISBN-13: 9780898713640

This book has become the standard for a complete, state-of-the-art description of the methods for unconstrained optimization and systems of nonlinear equations. Originally published in 1983, it provides information needed to understand both the theory and the practice of these methods and provides pseudocode for the problems. The algorithms covered are all based on Newton’s method or "quasi-Newton" methods, and the heart of the book is the material on computational methods for multidimensional unconstrained optimization and nonlinear equation problems. The republication of this book by S

Author: Emanuel Parze
Publisher: Society for Industrial Mathematic
Keywords: mathematics, applied, classics, processes, stochastic
Number of Pages: 344
Published: 1999-09-01
List price: $57.50
ISBN-10: 0898714419
ISBN-13: 9780898714418

This introductory textbook explains how and why probability models are applied to scientific fields such as medicine, biology, physics, oceanography, economics, and psychology to solve problems about stochastic processes. It does not just show how a problem is solved but explains why by formulating questions and first steps in the solutions. Stochastic Processes is ideal for a course aiming to give examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models. It introduces the methods of probability model building and provides the reader with m

Authors:Anthony V. Fiacco, Garth P. McCormick,
Publisher: Society for Industrial Mathematic
Keywords: classics, applied, mathematics, techniques, minimization, programming, sequential, unconstrained, nonlinear
Number of Pages: 226
Published: 1987-01-01
List price: unknow
ISBN-10: 0898712548
ISBN-13: 9780898712544

A reprint of the original volume, which won the Lanchester Prize awarded by the Operations Research Society of America for the best work of 1968. Although out of print for nearly 15 years, it remains one of the most referenced volumes in the field of mathematical programming. Recent interest in interior point methods generated by Karmarkar’s Projective Scaling Algorithm has created a new demand for this book because the methods that have followed from Karmarkar’s bear a close resemblance to those described. There is no other source for the theoretical background of the logarithmic

Author: Murray S. Klamki
Publisher: Society for Industrial Mathematic
Keywords: applied, mathematics, notes, classroom, modelling, mathematical
Number of Pages: 352
Published: 1987-01-01
List price: unknow
ISBN-10: 0898712041
ISBN-13: 9780898712049

Designed for classroom use, this book contains short, self-contained mathematical models of problems in the physical, mathematical, and biological sciences first published in the Classroom Notes section of the SIAM Review from 1975-1985. The problems provide an ideal way to make complex subject matter more accessible to the student through the use of concrete applications. Each section has extensive supplementary references provided by the editor from his years of experience with mathematical modelling.

Authors:Jorge J. Moré, Stephen J. Wright,
Publisher: Society for Industrial Mathematic
Keywords: applied, mathematics, frontiers, guide, software, optimization
Number of Pages: 161
Published: 1987-01-01
List price: $51.00
ISBN-10: 0898713226
ISBN-13: 9780898713220

Developments in optimization theory, including emphasis on large problems and on interior-point methods for linear programming, have begun to appear in production software. Here is a reference tool that includes discussions of these areas and names software packages that incorporate the results of theoretical research. After an introduction to the major problem areas in optimization and an outline of the algorithms used to solve them, a data sheet is presented for each of the 75 software packages and libraries in the authors’ survey. These include information on the capabilities of the p

Authors:Arnold R. Krommer, Christoph W. Ueberhuber,
Publisher: Society for Industrial Mathematic
Keywords: integration, computational
Number of Pages: 465
Published: 1987-01-01
List price: unknow
ISBN-10: 0898713749
ISBN-13: 9780898713749

This text discusses computational integration methods and the fundamental mathematical principles they are based on. It includes sections on one-dimensional and multi-dimensional integration formulas, and it deals with issues concerning the construction of numerical integration algorithms.

Author: C. T. Kelley
Publisher: Society for Industrial Mathematic
Keywords: applied, mathematics, frontiers, optimization, methods, iterative
Number of Pages: 196
Published: 1987-01-01
List price: $61.00
ISBN-10: 0898714338
ISBN-13: 9780898714333

This book presents a carefully selected group of methods for unconstrained and bound constrained optimization problems and analyzes them in depth both theoretically and algorithmically. It focuses on clarity in algorithmic description and analysis rather than generality, and while it provides pointers to the literature for the most general theoretical results and robust software, the author thinks it is more important that readers have a complete understanding of special cases that convey essential ideas. A companion to Kelley’s book, Iterative Methods for Linear and Nonlinear Equations (SIAM