Optimization Toolbox

Large-Scale Algorithms

Large-Scale Algorithms describes the methods used in the Optimization Toolbox to solve large-scale optimization problems. It consists of these sections:

Trust-Region Methods for Nonlinear Minimization	Introduces the trust-regions, and describes the use of trust-regions 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.
Linearly Constrained Problems	Discusses the solution of linear equality constrained and box constrained minimization problems.
Nonlinear Least-Squares	Describes the solution of nonlinear least-squares problems.
Quadratic Programming	Describes the solution of minimization problems with quadratic objective functions.
Linear Least-Squares	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.
Selected Bibliography	Lists published materials that support concepts implemented in the large-scale algorithms.

Selected Bibliography Trust-Region Methods for Nonlinear Minimization