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The NLPC Nonlinear Optimization Solver

References

Avriel, M. (1976), Nonlinear Programming: Analysis and Methods, Englewood Cliffs, NJ: Prentice-Hall.

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.

Eskow, E. and Schnabel, R. B. (1991), “Algorithm 695: Software for a New Modified Cholesky Factorization,” ACM Transactions on Mathematical Software, 17, 306–312.

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

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

Hock, W. and Schittkowski, K. (1981), Test Examples for Nonlinear Programming Codes, volume 187 of Lecture Notes in Economics and Mathematical Systems, Berlin-Heidelberg-New York: Springer-Verlag.

Lawless, J. F. (1982), Statistical Methods and Methods for Lifetime Data, New York: John Wiley & Sons.

Moré, J. J., Garbow, B. S., and Hillstrom, K. E. (1981), “Testing Unconstrained Optimization Software,” ACM Transactions on Mathematical Software, 7, 17–41.

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

Nocedal, J. and Wright, S. J. (1999), Numerical Optimization, New York: Springer-Verlag.

Pike, M. C. (1966), “A Method of Analysis of a Certain Class of Experiments in Carcinogenesis,” Biometrics, 22, 142–161.

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

Powell, M. J. D. (1978), “Algorithms for Nonlinear Constraints That Use Lagrangian Functions,” Mathematical Programming, 14, 224–248.

Powell, M. J. D. (1982), “VMCWD: A Fortran Subroutine for Constrained Optimization,” DAMTP 1982/NA4, cambridge, England.

Rosenbrock, H. H. (1960), “An Automatic Method for Finding the Greatest or Least Value of a Function,” Computer Journal, 3, 175–184.

Schittkowski, K. (1987), More Test Examples for Nonlinear Programming Codes, volume 282 of Lecture Notes in Economics and Mathematical Systems, Berlin-Heidelberg-New York: Springer-Verlag.

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