37.10 References and Further Reading

The conjugate gradient and BFGS methods are described in detail in the following book,

• R. Fletcher, Practical Methods of Optimization (Second Edition) Wiley (1987), ISBN 0471915475.

A brief description of multidimensional minimization algorithms and more recent references can be found in,

• C.W. Ueberhuber, Numerical Computation (Volume 2), Chapter 14, Section 4.4 “Minimization Methods”, p. 325–335, Springer (1997), ISBN 3-540-62057-5.

The simplex algorithm is described in the following paper,

• J.A. Nelder and R. Mead, A simplex method for function minimization, Computer Journal vol. 7 (1965), 308–313.