|Shared Concepts and Topics|
Beale, E. M. L. (1972), "A Derivation of Conjugate Gradients," in Numerical Methods for Nonlinear Optimization, ed. F. A. Lootsma, London: Academic Press.
Browne, M. W. (1982), "Covariance Structures," in Topics in Multivariate Analyses, ed. D. M. Hawkins, New York: Cambridge University 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," J. Optim. Theory Appl., 28, 453–482.
Eskow, E. and Schnabel, R. B. (1991), "Algorithm 695: Software for a New Modified Cholesky Factorization," Transactions on Mathematical Software, 17(3), 306–312.
Fletcher, R. (1987), Practical Methods of Optimization, Second Edition, Chichester: John Wiley & Sons.
Gay, D. M. (1983), "Subroutines for Unconstrained Minimization," ACM Transactions on Mathematical Software, 9, 503–524.
Hastie, T., Tibshirani, R., and Friedman, J. (2001), The Elements of Statistical Learning, New York: Springer-Verlag.
Moré, J. J. (1978), "The Levenberg-Marquardt Algorithm: Implementation and Theory," in Lecture Notes in Mathematics 630, ed. G.A. Watson, Berlin-Heidelberg-New York: 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, J. M. D. (1977), "Restart Procedures for the Conjugate Gradient Method," Math. Prog., 12, 241–254.
Powell, J. M. D. (1978a), "A Fast Algorithm for Nonlinearly Constraint Optimization Calculations," in Numerical Analysis, Dundee 1977, Lecture Notes in Mathematics 630, ed. G. A. Watson, Berlin: Springer-Verlag, 144–175.
Powell, J. M. D. (1978b), "Algorithms for Nonlinear Constraints That Use Lagrangian Functions," Mathematical Programming, 14, 224–248.
Powell, J. M. D. (1982a), "Extensions to Subroutine VF02AD," in Systems Modeling and Optimization, Lecture Notes in Control and Information Sciences 38, ed. R. F. Drenick and F. Kozin, Berlin: Springer-Verlag, 529–538.
Powell, J. M. D. (1982b), "VMCWD: A Fortran Subroutine for Constrained Optimization," DAMTP 1982/NA4, Cambridge, England.