From 8f11bf92e1bed40129da9eef63328124e1645c75 Mon Sep 17 00:00:00 2001 From: Hubert Mouton <61012928+hpmouton@users.noreply.github.com> Date: Fri, 8 Mar 2024 22:26:31 +0200 Subject: [PATCH] Add references for R2 and LBFGS in readme #236 (#259) Co-authored-by: Dominique --- README.md | 13 +++++++++++++ 1 file changed, 13 insertions(+) diff --git a/README.md b/README.md index 65ff107b..d7556a3e 100644 --- a/README.md +++ b/README.md @@ -21,7 +21,20 @@ and bound-constrained optimization This package provides an implementation of four classic algorithms for unconstrained/bound-constrained nonlinear optimization: - `lbfgs`: an implementation of a limited-memory BFGS line-search method for unconstrained minimization; + + > D. C. Liu, J. Nocedal. (1989). On the limited memory BFGS method for + > large scale optimization. *Mathematical Programming*, 45(1), 503-528. + > DOI: [10.1007/BF01589116](https://doi.org/10.1007/BF01589116) + + - `R2`: a first-order quadratic regularization method for unconstrained optimization; + + > E. G. Birgin, J. L. Gardenghi, J. M. Martínez, S. A. Santos, Ph. L. Toint. (2017). + > Worst-case evaluation complexity for unconstrained nonlinear optimization using + > high-order regularized models. *Mathematical Programming*, 163(1), 359-368. + > DOI: [10.1007/s10107-016-1065-8](https://doi.org/10.1007/s10107-016-1065-8) + + - `tron`: a pure Julia implementation of TRON, a trust-region solver for bound-constrained optimization described in > Chih-Jen Lin and Jorge J. Moré, *Newton's Method for Large Bound-Constrained