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A Simulation Test Approach to the Evaluation of Nonlinear Optimization Algorithms

Published: 01 December 1977 Publication History
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References

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AIRD, T.J. Computational solution of global nonlinear least squares problems. Ph,D. Th., Comptng. Ctr., Purdue University, Lafayette, Ind., May 1973.
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BRENT, R.P. Algorithms for Minimization without Derivatives. Prentice-Hall, Englewood Cliffs, N.j., 1973, pp. 116-167.
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BROWN, K.M. Computer oriented algorithms for solving systems of simultaneous nonlinear algebraic equations. In Numerical 8olution of Systems of Nonlinear Equations. G.D. Byrne and C.A. Hall, Eds., Academic Press, New York, 1973, pp. 281-348.
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BROYD~N, C.G. A class of methods for solving nonlinear simultaneous equations. Math. Comp. 19 (1965), 577-593.
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DAVXDON, W.C. Optimally conditioned optimization algorithms without linear searches. Mathematical Programming 9 (1975), 1-30.
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F~TCHER, R. A FORTRAN subroutine for minimization by the method of conjugate gradients. Rep. No. R-7073, Atomic Energy Res. Establishment (AERE), Harwell, England, 1972.
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FLETCHER, R., AND POWELL, M.J.D. A rapidly convergent descent method for minimization. Comput. J. 6 (1963), 163-170.
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FL~.~CHV.R, R. FORTRAN subroutines for minimization of quasi-Newton methods. Rep. No. R-7125, AERE, Harwell, England, 1972.
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FLv.TCHER, R. A modified Marquardt subroutine for nonlinear least squares. Rep. No. R-6799, AERE, Harwell, England, 1970.
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HILLSTROM, K.E. MINPACK I--A study in the modularization of a package of computer algorithms for the unconstrained nonlinear optimization problem. Tech. Memo. TM-252, Argonne Nat. Lab., Argonne, Ill., 1974.
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HILLSTROM, K.E. A simulation test approach to the evaluation and comparison of unconstrained nonlinear optimization algorithms. Rep. No. 76-20, Argonne Nat. Lab., Argonne, Ill., 1976.
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POW~.LL, M.J.D. A hybrid method of nonlinear equations. In Numerical Methods for Nonlinear Algebraic Equations, P. Rabinowitz, Ed., Gordon and Breach, London, 1970, pp. 87-114.
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POWELL, M.J.D. A FORTRAN subroutine for unconstrained minimization, requiring first derivatives of the objective function. Rep. No. R-6469, AERE, Harwell, England, 1970.
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POWELL, M.J.D. A new algorithm for unconstrained optimization. Rep. No. T.P.-393, AERE, Harwell, England, 1970.
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TRAUB, J.F. Iterative Methods for the 8olution of Equations. Prentice-Hail, Englewood Cliffs, N.j., 1964.

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cover image ACM Transactions on Mathematical Software
ACM Transactions on Mathematical Software  Volume 3, Issue 4
Dec. 1977
108 pages
ISSN:0098-3500
EISSN:1557-7295
DOI:10.1145/355759
Issue’s Table of Contents

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 01 December 1977
Published in TOMS Volume 3, Issue 4

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