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

DOI10.1145/356056.356066MaRDI QIDQ3668749zbMATH OpenOpenAlexWikidataFDO

Authors 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

quasi-Newtonfinite differencestrust 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)

Cited in

(24)

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• Fast dimension-reduced climate model calibration and the effect of data aggregation
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• Maximum likelihood parameter estimation in the three-parameter log-normal distribution using the continuation method
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• Costs and benefits of peak-load pricing of electricity. A continuous-time econometric approach
• Multivariate failure time analysis when only the time to first failure is observed
• Conjecturally Optimal Coverings of an Equilateral Triangle with Up to 36 Equal Circles
• Low-storage, explicit Runge-Kutta schemes for the compressible Navier-Stokes equations
• The SSR plot: a graphical representation for regression
• Numerical approximations of exact controllability problems by optimal control problems for parabolic differential equations
• A Class of Models for Aggregated Traffic Volume Time Series
• A simple alternating direction method for the conic trust region subproblem

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