Algorithms for minimization without derivatives

Richard P. Brent9780130223357, 9780486419985, 0130223352, 0486419983

Outstanding text for graduate students and research workers proposes improvements to existing algorithms, extends their related mathematical theories, and offers details on new algorithms for approximating local and global minima. Many numerical examples, along with complete analysis of rate of convergence for most of the algorithms and error bounds that allow for the effect of rounding errors.