An introduction to numerical methods and optimization techniques
Richard W. Daniels · 1978
Although numerical methods and optimization techniques share a common philosophy, both being iterative procedures, they are rarely taught in the same course. This text links the two procedures by treating optimization techniques as a collection of numerical methods which have been linked together in a specific way. Thus, once a student becomes familiar with numerical methods, the extension to optimization techniques is very natural. The author helps the undergraduate to learn to apply a computer to many different types of problems. He covers ways in which a computer can be used for the solution of linear and nonlinear equations, interpolation, differentiation and integration. Daniels then shows how to use these methods in optimization techniques such as simplex, steepest-descent, Fletcher- Powell, least-squares and least p-th. Because the application of many of the algorithms in the text requires the use of a computer, numerous programs are included. Written in a version of timesharing FORTRAN that is similar to (continued on back flap) (continued from front flap) FORTRAN IV, these programs implement the methods described in the text and provide a means for the student to apply the algorithms. The problems at the end of each chapter help to extend the material presented in the text and also to check the reader's knowledge of subtle points. These problems also illustrate the application of the programs or equations, and present the computer as an ally for the reader's future endeavors. • Richard