Algorithm 611: Subroutines for Unconstrained Minimization Using a Model/Trust-Region Approach

DOI10.1145/356056.356066zbMath0519.65039OpenAlexW2997715027WikidataQ111899596 ScholiaQ111899596MaRDI QIDQ3668749

David M. Gay

Publication date: 1983

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/356056.356066

zbMATH Keywords

finite differencesquasi-Newtontrust regionreverse communicationBFGS secant update

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

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