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References

  A good introduction to optimization theory and a description of the the modern minimization techniques can be found in Gill, Murray and Wright [1]. Bard [2] deals with the particular problem of parameter estimation; chapters concerning the different estimators and their properties, and the interpretation of the estimates are remarkable. Updating formulas for Quasi--Newton methods are discussed in [4].

The reading of the cited chapters of [2] will allow an error--free interpretation of the results of the optimization algorithms. It is therefore recommended.

[1]  Gill P.E., Murray W and Wright M.H. . Practical Optimization.
Academic Press. London. 1981.
[2]  Bard Y. . Non--linear Parameter Estimation. Academic Press.
London. 1974.
[3]  Gill P.E., Murray W. . Algorithms for the solution of non-linear
least squares problems. SIAM J. of Num. An., vol 15, pp 977-992, 1978
[4]  Gill P.E., Murray W. and Pitfield . The implementation of two revised
algorithms for unconstrained optimization. Rep. NAC 11. Nat. Phys. 1972.
Lab., Teddington. England.



Rein Warmels
Mon Jan 22 12:06:29 MET 1996