Numerical optimization /
Jorge Nocedal, Stephen J. Wright.
- 2nd edition.
- New York : Springer, 2006.
- xxii, 664 pages : illustrations.
- Springer series in operations research .
Includes bibliographical references (p. [637]-652) and index.
Introduction --- Fundamentals of unconstrained optimization -- Line search methods -- Trust-region methods -- Conjugate gradient methods -- Quasi-Newton methods -- Large-Scale unconstrained optimization -- Calculating derivatives -- Derivative-free optimization -- Least- squares problems -- Nonlinear equations -- Theory of constrained optimiztion -- Linear programming: the simplex method -- Linear programming: interior-point methods -- Fundamentals of algorithms for nonlinear constrined optimization -- Quadratic programming -- Penalty and augmented lagrangian methods -- Sequential quadratic programming -- Interior-point methods for nonlinear programming -- Background material -- A regularization procedure.