"fmincon solver"

 

 

References

[1] P. Venkataraman, Applied Optimization with Matlab? Programming, A Wiley - Interscience publication, John Wiley & Sons, New York, 2001..

[2] Coleman, T.F. and Y. Li, "An Interior, Trust Region Approach for Nonlinear Minimization Subject to Bounds," SIAM Journal on Optimization, Vol. 6, pp. 418-445, 1996.

[3] Coleman, T.F. and Y. Li, "On the Convergence
of Reflective Newton Methods for Large-Scale Nonlinear Minimization Subject to Bounds," Mathematical Programming, Vol. 67, Number 2, pp. 189-224, 1994.

[4] Gill, P.E., W. Murray, and M.H. Wright, PracticalOptimization, London, Academic Press, 1981. [4] Han, S.P., "A Globally Convergent Method
for Nonlinear Programming," Vol. 22, Journal of Optimization Theory and Applications, p. 297, 1977.

[5] Powell, M.J.D., "A Fast Algorithm for NonlinearlyConstrained Optimization Calculations," Numerical Analysis,ed. G.A. Watson, Lecture Notes in Mathematics, SpringerVerlag, Vol. 630, 1978.

[6] Powell, M.J.D., "The Convergence of VariableMetric Methods For Nonlinearly Constrained Optimization Calculations," NonlinearProgramming 3 (O.L. Mangasarian, R.R. Meyer, and S.M. Robinson, eds.), Academic Press, 1978.

 

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