90C30 | Nonlinear programming |
65K05 | Numerical mathematical programming methods |
49M15 | Newton-type methods |
[1] | R.H. Bartels, G.H. Golub and M.A. Saunders, ”Numerical techniques in mathematical programming”, in: J.B. Rosen, O.L. Mangasarian and K. Ritter, eds.,Nonlinear programming (Academic Press, New York, 1970) pp. 123–176. ·Zbl 0228.90030 |
[2] | K.M. Brown and J.E. Dennis, Jr., ”Derivative-free analogues of the Levenberg–Marquardt and Gauss algorithms for non-linear least squares approximation”,Numerische Mathematik 18 (1972) 289–297. ·Zbl 0235.65043 ·doi:10.1007/BF01404679 |
[3] | P. Businger and G.H. Golub, ”Linear least squares solutions by Householder transformations”,Numerische Mathematik 7 (1965) 269–276. ·Zbl 0142.11503 ·doi:10.1007/BF01436084 |
[4] | A.R. Curtis, M.J.D. Powell and J.K. Reid, ”On the estimation of sparse Jacobian matrices”,Journal of the Institute of Mathematics and its Applications 13 (1974) 117–119. ·Zbl 0273.65036 |
[5] | A.V. Fiacco and G.P. McCormick,Nonlinear programming: sequential unconstrained minimization techniques (Wiley, New York, 1968). ·Zbl 0193.18805 |
[6] | P.E. Gill, G.H. Golub, W. Murray and M.A. Saunders, ”Methods for modifying matrix factorizations”,Mathematics of Computation 28 (1974) 505–535. ·Zbl 0289.65021 ·doi:10.1090/S0025-5718-1974-0343558-6 |
[7] | P.E. Gill and W. Murray, ”Quasi-Newton methods for unconstrained optimization”,Journal of the Institute of Mathematics and its Applications 9 (1972) 91–108. ·Zbl 0264.49026 ·doi:10.1093/imamat/9.1.91 |
[8] | P.E. Gill and W. Murray, ”A numerically stable form of the simplex algorithm”,Linear Algebra and its Applications 7 (1973) 99–138. ·Zbl 0255.65029 ·doi:10.1016/0024-3795(73)90047-5 |
[9] | P.E. Gill and W. Murray, ”The numerical solution of a problem in the calculus of variations”, in: D.J. Bell, ed.,Recent mathematical developments in control (Academic Press, New York, 1973) pp. 97–122. |
[10] | P.E. Gill and W. Murray, ”Quasi-Newton methods for linearly constrained optimization”, National Physical Laboratory Rept. NAC 32 (1973). |
[11] | P.E. Gill and W. Murray, ”Safeguarded steplength algorithms for optimization using descent methods”, National Physical Laboratory Rept. NAC 37 (1974). |
[12] | P.E. Gill, W. Murray and S.M. Picken, ”The implementation of two modified Newton algorithms for unconstrained optimization”, National Physical Laboratory Rept. NAC 24 (1972). |
[13] | P.E. Gill, W. Murray and S.M. Picken, ”The implementation of two modified Newton algorithms for linearly constrained optimization”, to appear. |
[14] | P.E. Gill, W. Murray and R.A. Pitfield, ”The implementation of two revised quasi-Newton algorithms for unconstrained optimization”, National Physical Laboratory Rept. NAC 11 (1972). |
[15] | A. Goldstein and J. Price, ”An effective algorithm for minimization”,Numerische Mathematik 10 (1967) 184–189. ·Zbl 0161.35402 ·doi:10.1007/BF02162162 |
[16] | J. Greenstadt, ”On the relative efficiencies of gradient methods”,Mathematics of Computation 21 (1967) 360–367. ·Zbl 0159.20305 ·doi:10.1090/S0025-5718-1967-0223073-7 |
[17] | R.S. Martin, G. Peters and J.H. Wilkinson, ”Symmetric decomposition of a positive-definite matrix”,Numerische Mathematik 7 (1965) 362–383. ·Zbl 0135.37402 ·doi:10.1007/BF01436249 |
[18] | A. Matthews and D. Davies, ”A comparison of modified Newton methods for unconstrained optimization”,Computer Journal 14 (1971) 213–294. ·Zbl 0224.65020 ·doi:10.1093/comjnl/14.3.293 |
[19] | G.P. McCormick, ”A second-order method for the linearly constrained non-linear programming problem”, in: J.B. Rosen, O.L. Mangasarian and K. Ritter, eds.,Nonlinear programming (Academic Press, New York, 1970) pp. 207–243. |
[20] | W. Murray, ”An algorithm for finding a local minimum of an indefinite quadratic program” National Physical Laboratory Rept. NAC 1 (1971). |
[21] | W. Murray, ”Second derivative methods”, in: W. Murray, ed.,Numerical methods for unconstrained optimization (Academic Press, New York, 1972) pp. 107–122. |
[22] | J.M. Ortega and W.C. Rheinboldt,Iterative solution of non-linear equations in several variables (Academic Press, New York, 1970). ·Zbl 0241.65046 |
[23] | J. Stoer, ”On the numerical solution of constrained least square problems”,SIAM Journal on Numerical Analysis 8 (1971) 382–411. ·Zbl 0219.90039 ·doi:10.1137/0708038 |
[24] | G. Zoutendijk,Methods of feasible directions (Elsevier, Amsterdam, 1960). ·Zbl 0097.35408 |