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Original Articles

A trust region algorithm for unconstrained optimization

Pages 109-119 | Received 11 Jun 1995, Accepted 14 May 1996, Published online: 19 Mar 2007

References

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  • Moré , J.J. 1977 . “ The Levenberg-Marquardt Algorithm: Implementation and Theory ” . In Numerical Analysis , Edited by: Watson , G.A. Vol. 630 , Dundee : Springer- Verlag . Lecture Notes in Mathematics
  • Moré , J.J. and Sorensen , D.C. 1983 . Computing a Trust Region Step . Siam J. Sci. Stat. Comput , 4 ( 3 ) : 553 – 572 .
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  • Shultz , G.A. , Schnabel , R.B. and Byrd , R.H. 1985 . A Family of Trust-Region-Based Algorithms for Unconstrained Minimization with Strong Global Convergence Properties . Siam J. Numer. Anal , 22 ( 1 ) : 47 – 67 .
  • Sorensen , D.C. 1982 . Newton's Method with a Model Trust Region Modification . Siam J. Numer. Anal , 19 ( 2 ) : 409 – 426 .

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