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Algorithm 611: Subroutines for Unconstrained Minimization Using a Model/Trust-Region Approach
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Volume 9 ,  Issue 4  (December 1983) table of contents
Pages: 503 - 524  
Year of Publication: 1983
ISSN:0098-3500
Author
David M. Gay  Bell Laboratories, 600 Mountain Road, Murray Hill, NJ
Publisher
ACM  New York, NY, USA
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Downloads (6 Weeks): 8,   Downloads (12 Months): 105,   Citation Count: 11
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APPENDICES and SUPPLEMENTS
model/trust-region approach: general unconstrained minimization problems
Gams: G1b1b,G1b1c


REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

 
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BELSLEY, D.A. On the efficient computation of the nonlinear full-information maximum-likelihood estimator. J. Econometrics 14 (1980), 203-225.
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DSNNIS, J.E., AND MEI, H.H.W. Two new unconstrained optimization algorithms which use function and gradient values. J. Optim. Theory Appl. 28 (1979), 453-482.
 
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DENNIS, J.E., AND MOR~, J.J. A characterization of superlinear convergence and its application to quasi-Newton methods. Math. Comput. 28 (1974), 549-560.
 
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DENNIS, J.E., AND MOR~, J.J. Quasi-Newton methods, motivation and theory. SIAM Rev. 19 (1977), 46-89.
 
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GAY, D.M. Some tips for writing portable software. Tech. Rep. TR-14, Center for Computer Research in Economics and Management Science, Mass. Inst. Technol., Cambridge, 1980.
 
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GAY, D.M. Computing optimal locally constrained steps. SIAM J. Sci. Statist. Comput. 2 (1981), 186-197.
 
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GAY, D.M. On convergence testing in model/trust-region algorithms for unconstrained optimization. Computing Science Tech. Rep. 104, Bell Laboratories, Murray Hill, N.J., 1982.
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GOLDFARB, D. Factorized variable metric methods for unconstrained optimization. Math. Cornput. 30 (1976), 796-811.
 
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GOLUB, G.H., AND PEREYRA, V. The differentiation of pseudo-inverses and nonlinear least squares problems whose variables separate. SIAM J. Numer. Anal. 10 (1973), 413-432.
 
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KROGH, F.T. VODQ/SVDQ/DVDQ--Variable order integrators for the numerical solution of ordinary differential equations. Subroutine Write-Up, Sec. 314, Jet Propulsion Lab., Pasadena, Calif., 1969.
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MoR~, J.J., AND SORENSEN, D.C. Computing a trust region step. Tech. Rep. ANL-81-83, Applied Mathematics Division, Argonne National Lab, Argonne, Ill., 1981.
 
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POWELL, M.J.D. A new algorithm for unconstrained optimization. In Nonlinear Programming, J.B. Rosen, O.L. Mangasarian, and K. Ritter (Eds.), Academic Press, New York, 1970.
 
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POWELL, M.J.D. A FORTRAN subroutine for unconstrained minimization, requiring first derivatives of the objective function. Rep. AERE-R.6469, A.E.R.E. Harwell, Oxon., England, 1970.
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CITED BY  11