Abstract
We provide a concise introduction to modern methods for solving nonlinear optimization problems. We consider both linesearch and trust-region methods for unconstrained minimization, interior-point methods for problems involving inequality constraints, and SQP methods for those involving equality constraints. Theoretical as well as practical aspects are emphasised. We conclude by giving a personal view of some of the most significant papers in the area, and a brief guide to on-line resources.
This work was supported in part by t he EPSRC grant GR/R46641
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© 2003 Springer-Verlag Berlin Heidelberg
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Gould, N.I.M., Leyffer, S. (2003). An Introduction to Algorithms for Nonlinear Optimization. In: Blowey, J.F., Craig, A.W., Shardlow, T. (eds) Frontiers in Numerical Analysis. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-55692-0_4
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DOI: https://doi.org/10.1007/978-3-642-55692-0_4
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-44319-3
Online ISBN: 978-3-642-55692-0
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