A restricted trust region algorithm for unconstrained optimization

Author:

Bulteau J. P.,Vial J. P.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Reference30 articles.

1. Levenberg, K.,A Method for the Solution of Certain Nonlinear Problems in Least Squares, Quarterly of Applied Mathematics, Vol. 2, pp. 164?168, 1944.

2. Marquardt, D. W.,An Algorithm for Least Squares Estimation of Nonlinear Parameters, SIAM Journal on Applied Mathematics, Vol. 11, pp. 431?441, 1963.

3. Goldfeld, S. M., Quandt, R. E., andTrotter, H. F.,Maximization by Quadratic Hill Climbing, Econometrica, Vol. 34, pp. 541?551, 1966.

4. Hebden, M. D.,An Algorithm for Minimization Using Exact Second Derivatives, Atomic Energy Research Establishment, Harwell, England, Report TP-515, 1973.

5. Moré, J. J.,The Levenberg-Marquardt Algorithm: Implementation and Theory, Proceedings of the Dundee Conference on Numerical Analysis, Edited by G. A. Watson, Springer-Verlag, Berlin, Germany, pp. 105?116, 1978.

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