36.10 References and Further Reading
The conjugate gradient and BFGS methods are described in detail in the
- R. Fletcher,
Practical Methods of Optimization (Second Edition) Wiley
(1987), ISBN 0471915475.
A brief description of multidimensional minimization algorithms and
more recent references can be found in,
- C.W. Ueberhuber,
Numerical Computation (Volume 2), Chapter 14, Section 4.4
“Minimization Methods”, p. 325–335, Springer (1997), ISBN
The simplex algorithm is described in the following paper,
- J.A. Nelder and R. Mead,
A simplex method for function minimization, Computer Journal
vol. 7 (1965), 308–313.
The GNU Scientific Library - a free numerical library licensed under the GNU GPL
Back to the GNU Scientific Library Homepage