参考
[1] Byrd, R. H., J. C. Gilbert, and J. Nocedal.
“A Trust Region Method Based on Interior Point Techniques for
Nonlinear Programming.” Mathematical Programming,
Vol 89, No. 1, 2000, pp. 149–185.
[2] Byrd, R. H., Mary E. Hribar, and Jorge Nocedal.
“An Interior Point Algorithm for Large-Scale Nonlinear Programming.” SIAM
Journal on Optimization, Vol 9, No. 4, 1999, pp. 877–900.
[3] Coleman, T. F. and Y. Li. “An Interior, Trust Region Approach
for Nonlinear Minimization Subject to Bounds.” SIAM Journal on
Optimization, Vol. 6, 1996, pp. 418–445.
[4] Coleman, T. F. and Y. Li. “On the Convergence of Reflective
Newton Methods for Large-Scale Nonlinear Minimization Subject to Bounds.”
Mathematical Programming, Vol. 67, Number 2, 1994, pp.
189–224.
[5] Gill, P. E., W. Murray, and M. H. Wright. Practical
Optimization