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Can you provide good references to the trust region dogleg method? This optimization method is used in Matlab's fsolve to solve nonlinear simultaneous equations and I want to understand it better.

I have noticed the list of references at the bottom of the Matlab help page but I'm lookng for something that gives a gentler introduction: more intuitive, not too mathematical and preferably with diagrams. I have a background in quantum physics, but am not so strong on numerical math.

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  • $\begingroup$ Multi-variate nonlinear optimization by its nature is going to tend to be mathematical. Did you follow the link in the Algorithms section of the documentation to read more about the Trust-Region Dogleg Method? Also, this link was helpful for me and there are numerous other class notes and presentation available via Google $\endgroup$ – horchler Jan 5 '17 at 23:06
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Section 6.4.2 of the book "Numerical Methods for Unconstrained Optimzation and Nonlinear Equations" by J. E. Dennis and R. B. Schnabel gives a very readable description of the trust region approach using a single and double dogleg step. There are some figures, a worked out example, and pseudocode is provided in an appendix.

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