Implicit filtering is a way to solve bound-constrained optimization problems for which derivative information is not available. This book describes the algorithm, its convergence theory and a new MATLAB® implementation. It will be useful for scientists, engineers and graduate students who wish to learn about, and apply, these methods.
About the Author
C. T. Kelley
is a Drexel Professor of Mathematics at North Carolina State University, where he has been on the faculty since 1978. He is the author of four books and over 100 papers and has mentored 18 PhD students. He has served as editor-in-chief of the SIAM Journal on Optimization
, SIAM Vice President for Publications, and on the SIAM Council. He is presently editor-in-chief of SIAM Review
and serves on the SIAM Board of Trustees. He is a Fellow of SIAM and a member of the American Geophysical Union, the Mathematical Optimization Society, INFORMS, AWM, and the Honorable Order of Kentucky Colonels.