| Optimization Toolbox | |
Overview
To solve large-scale optimization problems, special techniques are needed. This chapter describes the techniques used in the Optimization Toolbox for the large-scale methods. It is organized into these major topics.
Trust Region Methods for Nonlinear Minimization
Introduces the trust region idea, and describes the use of trust region ideas for unconstrained nonlinear minimization.
Preconditioned Conjugate Gradients
Presents an algorithm that uses Preconditioned Conjugate Gradients (PCG) for solving large symmetric positive definite systems of linear equations.
Discusses the solution of linear equality constrained and box constrained minimization problems.
Describes the solution of nonlinear least squares problems.
Describes the solution of minimization problems with quadratic objective functions.
Describes the solution of linear least squares problems.
Large-Scale Linear Programming
Describes the use of LIPSOL (Linear Interior Point Solver) for the solution of large-scale linear programming problems.
Lists published materials that support concepts implemented in the large-scale algorithms.
| | Selected Bibliography | Trust Region Methods for Nonlinear Minimization | |