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Citation for non-linear optimizor "dtrnlspbc_solve"

Maosi_C_
Beginner
167 Views

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

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Gennady_F_Intel
Moderator
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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

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mecej4
Black Belt
167 Views

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_
Beginner
167 Views

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
Black Belt
167 Views

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
Moderator
168 Views

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_
Beginner
167 Views

Thank you.

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