Newton-type methods for unconstrained and linearly constrained optimization
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/BF01585529.pdf
Reference24 articles.
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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.
3. P. Businger and G.H. Golub, “Linear least squares solutions by Householder transformations”,Numerische Mathematik 7 (1965) 269–276.
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.
5. A.V. Fiacco and G.P. McCormick,Nonlinear programming: sequential unconstrained minimization techniques (Wiley, New York, 1968).
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