Numerical Methods for Unconstrained Optimization and Nonlinear Equations - Dennis & Schnabel¶
- Introduction
- Nonlinear Problems in One Variable
- Numerical Linear Algebra Background
- Multivariable Calculus Background
- Newton’s Method for Nonlinear Equations and Unconstrained Minimization
- Globally Convergent Modifications of Newton’s Method
- Scaling, Stopping, and Testing
- Secant Methods for Systems of Nonlinear Equations
- Secant Methods for Unconstrained Minimization
- Nonlinear Least Squares
- Methods for Problems with Special Structure
References
- DJS96
John E Dennis Jr and Robert B Schnabel. Numerical methods for unconstrained optimization and nonlinear equations. SIAM, 1996.