Trust-region and other regularisations of linear least-squares problems

Author:

Cartis C.,Gould N. I. M.,Toint P. L.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Computer Networks and Communications,Software

Reference45 articles.

1. Arora, N., Biegler, L.T.: A trust-region SQP algorithm for equality constrained parameter estimation with simple parameter bounds. Comput. Optim. Appl. 28(1), 51–86 (2004)

2. Lecture Notes in Computational Science and Engineering,2003

3. Björck, Å.: Numerical Methods for Least Squares Problems. SIAM, Philadelphia (1996)

4. Boyd, S., Vandenberghe, L.: Convex Optimization. Cambridge University Press, Cambridge (2004)

5. Cartis, C., Gould, N.I.M., Toint, Ph.L.: Adaptive cubic overestimation methods for unconstrained optimization. Technical Report RAL-TR-2007-007, Rutherford Appleton Laboratory, Chilton, Oxfordshire, England (2007)

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