Optimization: principles and algorithms, by Michel Bierlaire
Bibliography
[1]

Michel Bierlaire. Optimization: principles and algorithms. EPFL Press, Lausanne, Switzerland, 2015.

[2]

A. R. Conn, N. I. M. Gould, and Ph. Toint. Trust region methods. MPS–SIAM Series on Optimization. SIAM, 2000.

[3]

Haw-ren Fang and Dianne P O'leary. Modified cholesky algorithms: a catalog with new approaches. Mathematical Programming, 115(2):319–349, 2008.

[4]

R. B. Schnabel and E. Eskow. A revised modified Cholesky factorization. SIAM Journal on Optimization, 9:1135–1148, 1999.

Copyright 2015-2016 Michel Bierlaire