Jacobian-free Newton–Krylov methods: a survey of approaches and applications

DA Knoll, DE Keyes - Journal of Computational Physics, 2004 - Elsevier
Jacobian-free Newton–Krylov (JFNK) methods are synergistic combinations of Newton-type
methods for superlinearly convergent solution of nonlinear equations and Krylov subspace …

Identification and review of sensitivity analysis methods

H Christopher Frey, SR Patil - Risk analysis, 2002 - Wiley Online Library
Identification and qualitative comparison of sensitivity analysis methods that have been used
across various disciplines, and that merit consideration for application to food‐safety risk …

[BOOK][B] Disciplined convex programming

M Grant, S Boyd, Y Ye - 2006 - Springer
A new methodology for constructing convex optimization models called disciplined convex
programming is introduced. The methodology enforces a set of conventions upon the …

[BOOK][B] Applied numerical linear algebra

JW Demmel - 1997 - SIAM
This textbook covers both direct and iterative methods for the solution of linear systems, least
squares problems, eigenproblems, and the singular value decomposition. Earlier versions …

AD Model Builder: using automatic differentiation for statistical inference of highly parameterized complex nonlinear models

DA Fournier, HJ Skaug, J Ancheta, J Ianelli… - Optimization Methods …, 2012 - Taylor & Francis
Many criteria for statistical parameter estimation, such as maximum likelihood, are
formulated as a nonlinear optimization problem. Automatic Differentiation Model Builder …

Survey of numerical methods for trajectory optimization

JT Betts - Journal of guidance, control, and dynamics, 1998 - arc.aiaa.org
ITisnotsurprisingthatthedevelopmentofnum… trajectory optimization have closely paralleled
the exploration of space and the development of the digital computer. Space exploration …

[BOOK][B] Computer methods for ordinary differential equations and differential-algebraic equations

UM Ascher, LR Petzold - 1998 - SIAM
Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations:
Back Matter Page 1 Bibliography [1] VI Arnold. Mathematical Methods of Classical Mechanics …

[BOOK][B] Interval analysis

L Jaulin, M Kieffer, O Didrit, E Walter, L Jaulin, M Kieffer… - 2001 - Springer
Before using interval analysis as a basic tool in the following chapters, we shall now
introduce its main concepts. Section 2.2 recalls fundamental notions on set operators, set …

Optimization by direct search: New perspectives on some classical and modern methods

TG Kolda, RM Lewis, V Torczon - SIAM review, 2003 - SIAM
Direct search methods are best known as unconstrained optimization techniques that do not
explicitly use derivatives. Direct search methods were formally proposed and widely applied …

[BOOK][B] Nonlinear programming: concepts, algorithms, and applications to chemical processes

LT Biegler - 2010 - SIAM
Chemical engineering applications have been a source of challenging optimization
problems for over 50 years. For many chemical process systems, detailed steady state and …