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(Dual) quasi newton

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(Dual) quasi newton

Can any one direct me to read papers about (Dual) quasi newton algorithm that is used when running the CALL NLPQN code, as I need to understand this algorithm
SAS Super FREQ
Posts: 3,620

Re: (Dual) quasi newton

I assume you've already read the documentation:
http://support.sas.com/documentation/cdl/en/imlug/63541/HTML/default/viewer.htm#imlug_langref_sect20...

This includes references to paper, articles, and books.

For a general understanding of numerical optimization, read
Fletcher, R. (1987), Practical Methods of Optimization, Second Edition, Chichester, UK: John Wiley & Sons.

or

Gill, E. P., Murray, W., and Wright, M. H. (1981), Practical Optimization, New York: Academic Press.
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