The books of Fletcher [15] and Gill, Murray, and Wright [18] are good general references. Fletcher's book contains discussions of constrained optimization theory and sequential quadratic programming. Gill, Murray, and Wright discuss reduced-gradient methods, including the algorithm implemented in MINOS. Bertsekas [4] has an excellent treatment of augmented Lagrangian algorithms. For recent surveys of nonlinear programming algorithms, see the papers of Coleman [9]; Conn, Gould, and Toint [11]; Gill, Murray, Saunders, and Wright [17]; and Hager, Horst, and Pardalos [22].
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Updated 28 March 1996