Citation for non-linear optimizor "dtrnlspbc_solve"

[Maosi_C_]

Hello,

I'm using dtrnlspbc_solve to optimize some ecological model parameters. I checked the manual (Intel(R) Math Kernel Library Reference Manual) and it mentions that this solver uses the trust-region algorithm. Is there a paper or a book that I can cite when I describe this solver? Thanks.

Maosi

[mecej4]

I do not know the pedigree of the MKL trust region solver, but one of the earlier papers on trust region methods is no. 15 in the list at http://www.cs.sandia.gov/~dmgay/dmgbib.html . The associated TOMS software is http://netlib.org/toms/611.gz (early 1980-s)

[Maosi_C_]

mecej4, Thank you for your reply. I found the reference in your link:

15 D. M. Gay, On Convergence Testing in Model Trust Region Algorithms for Unconstrained Optimization, 104, AT&T Bell Laboratories, 1982, (104) , Comp. Sci. Tech. Rep. No..

It seems like a technical report and I cannot find its copy online (WebOfKnowledge, google). Are you sure the method in this reference or its variant is used in dtrnlspbc_solve? Thanks.

[mecej4]

Are you sure the method in this reference or its variant is used in dtrnlspbc_solve

As I said, I don't know the original publications relevant to the DTRNLSP code; perhaps someone from Intel will respond on this point. Likewise, I have no reason to believe that Gay's paper/report has any relation to DTRNLSP.

[Gennady_F_Intel · Accepted solution]

MKL's TR Solver implementation is based on our internal modification of algorithms described in Andrew R. Conn, Nicholas I. Gould, Philippe L. Toint, Trust Region Methods, SIAM, 2000 

--Gennady

[Maosi_C_]

Thank you.