available at www.siam.org (JOIN for FREE as a student and get a major discount) Additional FREE texts we will use in class are available from SIAM at: Course Description and Objectives: Theâ€¦ (More)

We derive compact representations of BFGS and symmetric rank one matrices for optimization These representations allow us to e ciently implement limitedmemory methods for large constrainedâ€¦ (More)

This paper introduces tensor methods for solving large sparse systems of nonlinear equations. Tensor methods for nonlinear equations were developed in the context of solving small to medium-sizedâ€¦ (More)

In this paper, we describe ODRPACK, a software package for the weighted orthogonal distance regression problem. This software is an implementation of the algorithm described in [2] for finding theâ€¦ (More)

This paper describes a software package for finding the unconstrained minimizer of a nonlinear function of <italic>n</italic> variables. The package is intended for problems where <italic>n</italic>â€¦ (More)

We describe a new package, UNCMIN, for finding a local minimizer of a real valued function of more than one variable. The novel feature of UNCMIN is that it is a modular system of algorithms,â€¦ (More)

A modified Cholesky factorization algorithm introduced originally by Gill and Murray and refined by Gill, Murray and Wright, is used extensively in optimization algorithms. Since its introduction inâ€¦ (More)