MATHEMATICAチュートリアル

Mathematica における制約条件付き最適化—参考文献

[1] Mehrotra, S. "On the Implementation of a Primal-Dual Interior Point Method." SIAM Journal on Optimization 2 (1992): 575-601.

[2] Nelder, J.A. and R. Mead. "A Simplex Method for Function Minimization." The Computer Journal 7 (1965): 308-313.

[3] Ingber, L. "Simulated Annealing: Practice versus Theory." Mathematical Computer Modelling 18, no. 11 (1993): 29-57.

[4] Price, K. and R. Storn. "Differential Evolution." Dr. Dobb's Journal 264 (1997): 18-24.

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