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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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