MATLAB.Exponenta
–Û·Ë͇ Matlab&Toolboxes
 
 
  - Optimization Toolbox
- Genetic Algorithm and Direct Search Toolbox
 
 
 
 
 

Genetic Algorithm and Direct Search Toolbox -

Genetic Algorithm and Direct Search Toolbox

  • Goldberg, David E., Genetic Algorithms in Search, Optimzation & Machine Learning, Addison-Wesley, 1989.
  • Torczon, Virginia, "On the convergence of Pattern Search Algorithms," SIAM Journal on Optimization, Vol. 7, Number 1, pp. 1-25, 1997.
  • Lewis, Robert Michael and Virginia Torczon, "Pattern Search Algorithms for Bound Constrained Minimization," SIAM Journal on Optimization, Vol. 9, Number 4, pp. 1082-1099, 1999.
  • Lewis, Robert Michael and Virginia Torczon, "Pattern Search Methods for Linearly Constrained Minimization," SIAM Journal on Optimization, Vol. 10, Number 3, pp. 917-941, 2000.
  • Audet, Charles and J.E. Dennis Jr., "Analysis of Generalized Pattern Searches," SIAM Journal on Optimization, Vol. 13, Number 3, pp. 889-903, 2003.
  • .., .. . .: . 1975. 576.
  • Branch M.A., T.F. Coleman, Y. Li. A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems. SIAM Journal on Scientific Computing, Vol. 21, Number 1, pp. 1-23, 1999.
  • Biggs M.C. Constrained Minimization Using Recursive Quadratic Programming. Towards Global Optimization (L.C.W.Dixon and G.P.Szergo, eds.), North-Holland, pp. 341-349, 1975.
  • Brayton R.K. S.W. Director, G.D. Hachtel, and L.Vidigal. A New Algorithm for Statistical Circuit Design Based on Quasi-Newton Methods and Function Splitting. IEEE Transactions on Circuits and Systems, Vol. CAS-26, pp. 784-794, Sept. 1979.
  • Broyden C.G. The Convergence of a Class of Double-rank Minimization Algorithms. J. Inst. Maths. Applics., Vol. 6, pp. 76-90, 1970.
  • Byrd R.H., R.B. Schnabel, and G.A. Shultz. Approximate Solution of the Trust Region Problem by Minimization over Two-Dimensional Subspaces. Mathematical Programming, Vol. 40, pp. 247-263, 1988.
  • Censor Y. Pareto Optimality in Multiobjective Problems. Appl. Math. Optimiz., Vol. 4, pp. 41-59, 1977.
  • 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.
  • 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.
  • Coleman T.F. and Y. Li. A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on some of the Variables. SIAM Journal on Optimization, Vol. 6, Number 4, pp. 1040-1058, 1996.
  • Coleman T.F. and A. Verma. A Preconditioned Conjugate Gradient Approach to Linear Equality Constrained Minimization, submitted to Computational Optimization and Applications.
  • Da Cunha N.O. and E. Polak. Constrained Minimization Under Vector-valued Criteria in Finite Dimensional Spaces. J. Math. Anal. Appl., Vol. 19, pp. 103-124, 1967.
  • Dantzig G. Linear Programming and Extensions, PrincetonUniversity Press, Princeton, 1963.
  • Dantzig G., A. Orden, and P. Wolfe. Generalized Simplex Method for Minimizing a Linear from Under Linear Inequality Constraints. Pacific J. Math. Vol. 5, pp. 183-195.
  • Davidon W.C. Variable Metric Method for Minimization. A.E.C. Research and Development Report, ANL-5990, 1959.
  • Dennis J.E., Jr. Nonlinear Least Squares. State of the Art in Numerical Analysis ed. D. Jacobs, Academic Press, pp. 269-312, 1977.
  • Fleming P.J. Application of Multiobjective Optimization to Compensator Design for SISO Control Systems. Electronics Letters, Vol. 22, No. 5, pp. 258-259, 1986.
  • Fleming P.J. Computer-Aided Control System Design of Regulators using a Multiobjective Optimization Approach. Proc. IFAC Control Applications of Nonlinear Porg. and Optim., Capri, Italy, pp. 47-52, 1985.
  • Fletcher R. A New Approach to Variable Metric Algorithms. Computer Journal, Vol. 13, pp. 317-322, 1970.
  • Fletcher R. Practical Methods of Optimization. Vol. 1, Unconstrained Optimization, and Vol. 2, Constrained Optimization, John Wiley and Sons., 1980.
  • Fletcher R. and M.J.D. Powell. A Rapidly Convergent Descent Method for Minimization. Computer Journal, Vol. 6, pp. 163-168, 1963.
  • Forsythe G.F., M.A. Malcolm, and C.B. Moler. Computer Methods for Mathematical Computations, Prentice Hall, 1976.
  • Gembicki F.W. Vector Optimization for Control with Performance and Parameter Sensitivity Indices. Ph.D. Dissertation, Case Western Reserve Univ., Cleveland, Ohio, 1974.
  • Gill P.E., W. Murray, M.A. Saunders, and M.H. Wright. Procedures for Optimization Problems with a Mixture of Bounds and General Linear Constraints. ACM Trans. Math. Software, Vol. 10, pp. 282-298, 1984.
  • Gill P.E., W. Murray, and M.H. Wright. Numerical Linear Algebra and Optimization, Vol. 1, Addison Wesley, 1991.
  • Gill P.E., W. Murray, and M.H.Wright. Practical Optimization, Academic Press, London, 1981.
  • Goldfarb D. A Family of Variable Metric Updates Derived by Variational Means. Mathematics of Computing, Vol. 24, pp. 23-26, 1970.
  • Grace A.C.W. Computer-Aided Control System Design Using Optimization Techniques. Ph.D. Thesis, University of Wales, Bangor, Gwynedd, UK, 1989.
  • Han S.P. A Globally Convergent Method for Nonlinear Programming. J. Optimization Theory and Applications, Vol. 22, p. 297, 1977.
  • Hairer E.S S. P. Norsett, and G. Wanner. Solving Ordinary Differential., Equations I - Nonstiff Problems, Springer-Verlag, pages 183-184.
  • Hock W. and K. Schittowski. A Comparative Performance Evaluation of Nonlinear Programming Codes. Computing, Vol. 30, p. 335, 1983.
  • Hollingdale S.H. Methods of Operational Analysis in Newer Uses ofMathematics (James Lighthill, ed.), Penguin Books, 1978.
  • Levenberg K. A Method for the Solution of Certain Problems in Last Squares. Quart. Appl. Math. Vol. 2, pp. 164-168, 1944.
  • Mehrotra S. On the Implementation of a Primal-Dual Interior Point Method. SIAM Journal on Optimization, Vol. 2, pp. 575-601, 1992.
  • Madsen K. and H. Schjaer-Jacobsen. Algorithms for Worst Case Tolerance Optimization. IEEE Transactions of Circuits and Systems, Vol.CAS-26, Sept. 1979.
  • Marquardt D. An Algorithm for Least Squares Estimation of Nonlinear Parameters. SIAM J. Appl. Math. Vol. 11, pp. 431-441, 1963.
  • More J.J. The Levenberg-Marquardt Algorithm: Implementation and Theory. Numerical Analysis, ed. G. A. Watson, Lecture Notes in Mathematics 630, Springer Verlag, pp. 105-116, 1977.
  • Nelder J.A. and R. Mead. A Simplex Method for Function Minimization. Computer J., Vol .7, pp. 308-313, 1965.
  • More J.J. and D.C. Sorensen. Computing a Trust Region Step. SIAM Journal on Scientific and Statistical Computing, Vol. 3, pp. 553-572, 1983.
  • Powell M.J.D. The Convergence of Variable Metric Methods for Nonlinearly Constrained Optimization Calculations. Nonlinear Programming 3, (O.L. Mangasarian, R.R. Meyer and S.M. Robinson, eds.), Academic Press, 1978.
  • Powell M.J.D. A Fast Algorithm for Nonlinearly Constrained Optimization Calculations. Numerical Analysis, G.A.Watson ed., Lecture Notes in Mathematics, Springer Verlag, Vol. 630, 1978.
  • Powell M.J.D. Variable Metric Methods for Constrained Optimization. Mathematical Programming: The State of the Art, (A.Bachem, M.Grotschel and B.Korte, eds.) Springer Verlag, pp. 288-311, 1983.
  • Schittowski K. NLQPL: A FORTRAN-Subroutine Solving Constrained Nonlinear Programming Problems. Annals of Operations Research, Vol. 5, pp. 485-500, 1985.
  • Shanno D.F. Conditioning of Quasi-Newton Methods for Function Minimization. Mathematics of Computing, Vol. 24, pp. 647-656, 1970.
  • Sorensen D.C. Minimization of a Large Scale Quadratic Function Subject to an Ellipsoidal Constraint. Department of Computational and Applied Mathematics, Rice University, Technical Report TR94-27, 1994.
  • Steihaug T. The Conjugate Gradient Method and Trust Regions in Large Scale Optimization. SIAM Journal on Numerical Analysis, Vol. 20, pp. 626-637, 1983.
  • Waltz F.M. An Engineering Approach: Hierarchical Optimization Criteria. IEEE Trans., Vol. AC-12, pp. 179-180, April, 1967.
  • Zadeh L.A. Optimality and Nonscalar-valued Performance Criteria. IEEE Trans. Automat. Contr., Vol. AC-8, p. 1, 1963.
  • Zhang Y. Solving Large-Scale Linear Programs by Interior-Point Methods Under the MATLAB Environment. Department of Mathematics and Statistics, University of Maryland, Baltimore County, Baltimore, MD, Technical Report TR96-01, July, 1995.

MathWorks: Documentation (Release 14) \ Genetic Algorithm and Direct Search Toolbox


:

 Orphus

.