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Book Synopsis
Implicit filtering is a way to solve bound-constrained optimization problems for which derivative information is not available. Here, the author describes the algorithm, its convergence theory, and a new MATLAB® implementation, and includes three case studies.

Implicit Filtering 23 Software Environments and Tools Series Number 23

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    A Paperback by C.T. Kelley

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      Book details

      Publisher SIAM - Society for Industrial and Applied Mathematics
      ISBN-13 9781611971897
      978-1611971897
      Also in:
      Applied mathematics

      Description

      Book Synopsis
      Implicit filtering is a way to solve bound-constrained optimization problems for which derivative information is not available. Here, the author describes the algorithm, its convergence theory, and a new MATLAB® implementation, and includes three case studies.

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