Nonlinear Optimization Methods


References

  • Beale, E. M. L. (1972). “A Derivation of Conjugate Gradients.” In Numerical Methods for Nonlinear Optimization, edited by F. A. Lootsma, 39–43. 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 ed. 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 Lecture Notes in Mathematics, vol. 30, edited by G. A. Watson, 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.