G-2004-85
Numerical Methods for Large-Scale Nonlinear Optimization
Nick Gould, Dominique Orban, and Philippe Toint
Recent developments in numerical methods for solving large differentiable nonlinear optimization problems are reviewed. State-of-the-art algorithms for solving unconstrained, bound-constrained, linearly-constrained and nonlinearly-constrained problems are discussed. As well as important conceptual advances and theoretical aspects, emphasis is also placed on more practical issues, such as software availability.
Published November 2004 , 60 pages