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What Is Optimization Toolbox?

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4 Large-Scale AlgorithmsSelected Bibliography[1] Branch, M.A., T.F. Coleman, and Y. Li, “A Subspace, Interior, andConjugate Gradient Method for Large-Scale Bound-Constrained MinimizationProblems,” SIAM Journal on Scientific Computing, Vol. 21, Number 1, pp1-23, 1999.[2] Byrd, R.H., R.B. Schnabel, and G.A. Shultz, “Approximate Solution of theTrust Region Problem by Minimization over Two-Dimensional Subspaces,”Mathematical Programming, Vol. 40, pp 247-263, 1988.[3] Coleman, T.F. and Y. Li, “On the Convergence of Reflective NewtonMethods for Large-Scale Nonlinear Minimization Subject to Bounds,”Mathematical Programming, Vol. 67, Number 2, pp 189-224, 1994.[4] Coleman,T.F.andY.Li,“AnInterior,TrustRegionApproachforNonlinearMinimization Subject to Bounds,” SIAM Journal on <strong>Optimization</strong>, Vol. 6,pp 418-445, 1996.[5] Coleman, T.F. and Y. Li, “A Reflective Newton Method for Minimizinga Quadratic Function Subject to Bounds on some of the Variables,” SIAMJournal on <strong>Optimization</strong>, Vol. 6, Number 4, pp 1040-1058, 1996.[6] Coleman, T.F. and A. Verma, “A Preconditioned Conjugate GradientApproach to Linear Equality Constrained Minimization,” submitted toComputational <strong>Optimization</strong> and Applications.[7] Mehrotra, S., “On the Implementation of a Primal-Dual Interior PointMethod,” SIAM Journal on <strong>Optimization</strong>, Vol. 2, pp 575-601, 1992.[8] Moré, J.J. and D.C. Sorensen, “Computing a Trust Region Step,” SIAMJournal on Scientific and Statistical Computing, Vol. 3, pp 553-572, 1983.[9] Sorensen, D.C., “Minimization of a Large Scale Quadratic FunctionSubject to an Ellipsoidal Constraint,” Department of Computational andApplied Mathematics, Rice University, Technical Report TR94-27, 1994.[10] Steihaug, T., “The Conjugate Gradient Method and Trust Regions inLarge Scale <strong>Optimization</strong>,” SIAM Journal on Numerical Analysis, Vol. 20,pp 626-637, 1983.4-20

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