Nonlinear Optimization Methods


References

  • Beale, E. M. L. (1972), “A Derivation of Conjugate Gradients,” in F. A. Lootsma, ed., Numerical Methods for Nonlinear Optimization, London: Academic Press.

  • Dennis, J. E., Gay, D. M., and Welsch, R. E. (1981), “An Adaptive Nonlinear Least-Squares Algorithm,” ACM Transactions on Mathematical Software, 7, 348–368.

  • Dennis, J. E. and Mei, H. H. W. (1979), “Two New Unconstrained Optimization Algorithms Which Use Function and Gradient Values,” Journal of Optimization Theory and Applications, 28, 453–482.

  • Dennis, J. E. and Schnabel, R. B. (1983), Numerical Methods for Unconstrained Optimization and Nonlinear Equations, Englewood Cliffs, NJ: Prentice-Hall.

  • Fletcher, R. (1987), Practical Methods of Optimization, 2nd Edition, Chichester, UK: John Wiley & Sons.

  • Gay, D. M. (1983), “Subroutines for Unconstrained Minimization,” ACM Transactions on Mathematical Software, 9, 503–524.

  • Moré, J. J. (1978), “The Levenberg-Marquardt Algorithm: Implementation and Theory,” in G. A. Watson, ed., Lecture Notes in Mathematics, volume 30, 105–116, Berlin: Springer-Verlag.

  • Moré, J. J. and Sorensen, D. C. (1983), “Computing a Trust-Region Step,” SIAM Journal on Scientific and Statistical Computing, 4, 553–572.

  • Polak, E. (1971), Computational Methods in Optimization, New York: Academic Press.

  • Powell, M. J. D. (1977), “Restart Procedures for the Conjugate Gradient Method,” Mathematical Programming, 12, 241–254.