What Is Optimization Toolbox?

What Is Optimization Toolbox? What Is Optimization Toolbox?

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3 Standard Algorithms[12] Fleming, P.J., “Application of Multiobjective Optimization to CompensatorDesign for SISO Control Systems,” Electronics Letters, Vol. 22,No. 5,pp258-259, 1986.[13] Fleming, P.J., “Computer-Aided Control System Design of Regulatorsusing a Multiobjective Optimization Approach,” Proc. IFAC ControlApplications of Nonlinear Prog. and Optim., Capri, Italy, pp 47-52, 1985.[14] Fletcher, R., “A New Approach to Variable Metric Algorithms,” ComputerJournal, Vol. 13, pp 317-322, 1970.[15] Fletcher, R., “Practical Methods of Optimization,” John Wiley and Sons,1987.[16] Fletcher, R. and M.J.D. Powell, “A Rapidly Convergent Descent Methodfor Minimization,” Computer Journal, Vol. 6, pp 163-168, 1963.[17] Forsythe, G.F., M.A. Malcolm, and C.B. Moler, Computer Methods forMathematical Computations, Prentice Hall, 1976.[18] Gembicki, F.W., “Vector Optimization for Control with Performance andParameter Sensitivity Indices,” Ph.D. Thesis, Case Western Reserve Univ.,Cleveland, Ohio, 1974.[19] Gill, P.E., W. Murray, M.A. Saunders, and M.H. Wright, “Proceduresfor Optimization Problems with a Mixture of Bounds and General LinearConstraints,” ACM Trans. Math. Software, Vol. 10, pp 282-298, 1984.[20] Gill, P.E., W. Murray, and M.H. Wright, Numerical Linear Algebra andOptimization, Vol. 1,AddisonWesley,1991.[21] Gill, P.E., W. Murray, and M.H.Wright, Practical Optimization, London,Academic Press, 1981.[22] Goldfarb, D., “A Family of Variable Metric Updates Derived by VariationalMeans,” Mathematics of Computing, Vol. 24, pp 23-26, 1970.[23] Grace, A.C.W., “Computer-Aided Control System Design UsingOptimization Techniques,” Ph.D. Thesis, University of Wales, Bangor,Gwynedd, UK, 1989.3-54

Selected Bibliography[24] Han, S.P., “A Globally Convergent Method for Nonlinear Programming,”J. Optimization Theory and Applications, Vol. 22, p. 297, 1977.[25] Hock, W. and K. Schittkowski, “A Comparative Performance Evaluationof 27 Nonlinear Programming Codes,” Computing, Vol. 30, p. 335, 1983.[26] Hollingdale, S.H., Methods of Operational Analysis in Newer Uses ofMathematics (James Lighthill, ed.), Penguin Books, 1978.[27] Levenberg, K., “A Method for the Solution of Certain Problems in LeastSquares,” Quart. Appl. Math. Vol. 2, pp 164-168, 1944.[28] Madsen, K. and H. Schjaer-Jacobsen, “Algorithms for Worst CaseTolerance Optimization,” IEEE Transactions of Circuits and Systems, Vol.CAS-26, Sept. 1979.[29] Marquardt, D., “An Algorithm for Least-Squares Estimation of NonlinearParameters,” SIAM J. Appl. Math. Vol. 11, pp 431-441, 1963.[30] Moré, J.J., “The Levenberg-Marquardt Algorithm: Implementation andTheory,” Numerical Analysis, ed. G. A. Watson, Lecture Notes in Mathematics630, Springer Verlag, pp 105-116, 1977.[31] NAG Fortran Library Manual, Mark 12, Vol. 4, E04UAF, p. 16.[32] Nelder, J.A. and R. Mead, “A Simplex Method for Function Minimization,”Computer J., Vol.7, pp 308-313, 1965.[33] Nocedal, J. and S.J. Wright, Numerical Optimization, Springer Series inOperations Research, Springer Verlag, 1999.[34] Powell, M.J.D., “The Convergence of Variable Metric Methods forNonlinearly Constrained Optimization Calculations,” Nonlinear Programming3, (O.L. Mangasarian, R.R. Meyer and S.M. Robinson, eds.), Academic Press,1978.[35] Powell, M.J.D., “A Fast Algorithm for Nonlinearly ConstrainedOptimization Calculations,” Numerical Analysis, G.A.Watsoned.,LectureNotes in Mathematics, Springer Verlag, Vol. 630, 1978.3-55

3 Standard Algorithms[12] Fleming, P.J., “Application of Multiobjective <strong>Optimization</strong> to CompensatorDesign for SISO Control Systems,” Electronics Letters, Vol. 22,No. 5,pp258-259, 1986.[13] Fleming, P.J., “Computer-Aided Control System Design of Regulatorsusing a Multiobjective <strong>Optimization</strong> Approach,” Proc. IFAC ControlApplications of Nonlinear Prog. and Optim., Capri, Italy, pp 47-52, 1985.[14] Fletcher, R., “A New Approach to Variable Metric Algorithms,” ComputerJournal, Vol. 13, pp 317-322, 1970.[15] Fletcher, R., “Practical Methods of <strong>Optimization</strong>,” John Wiley and Sons,1987.[16] Fletcher, R. and M.J.D. Powell, “A Rapidly Convergent Descent Methodfor Minimization,” Computer Journal, Vol. 6, pp 163-168, 1963.[17] Forsythe, G.F., M.A. Malcolm, and C.B. Moler, Computer Methods forMathematical Computations, Prentice Hall, 1976.[18] Gembicki, F.W., “Vector <strong>Optimization</strong> for Control with Performance andParameter Sensitivity Indices,” Ph.D. Thesis, Case Western Reserve Univ.,Cleveland, Ohio, 1974.[19] Gill, P.E., W. Murray, M.A. Saunders, and M.H. Wright, “Proceduresfor <strong>Optimization</strong> Problems with a Mixture of Bounds and General LinearConstraints,” ACM Trans. Math. Software, Vol. 10, pp 282-298, 1984.[20] Gill, P.E., W. Murray, and M.H. Wright, Numerical Linear Algebra and<strong>Optimization</strong>, Vol. 1,AddisonWesley,1991.[21] Gill, P.E., W. Murray, and M.H.Wright, Practical <strong>Optimization</strong>, London,Academic Press, 1981.[22] Goldfarb, D., “A Family of Variable Metric Updates Derived by VariationalMeans,” Mathematics of Computing, Vol. 24, pp 23-26, 1970.[23] Grace, A.C.W., “Computer-Aided Control System Design Using<strong>Optimization</strong> Techniques,” Ph.D. Thesis, University of Wales, Bangor,Gwynedd, UK, 1989.3-54

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