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Optimization Bibliography

[1] Biggs, M.C., “Constrained Minimization Using Recursive Quadratic Programming,” Towards Global Optimization (L.C.W. Dixon and G.P. Szergo, eds.), North-Holland, pp 341–349, 1975.

[2] Brayton, R.K., S.W. Director, G.D. Hachtel, and L. Vidigal, “A New Algorithm for Statistical Circuit Design Based on Quasi-Newton Methods and Function Splitting,” IEEE Transactions on Circuits and Systems, Vol. CAS-26, pp 784–794, Sept. 1979.

[3] Broyden, C.G., “The Convergence of a Class of Double-rank Minimization Algorithms,”; J. Inst. Maths. Applics., Vol. 6, pp 76–90, 1970.

[4] Conn, N.R., N.I.M. Gould, and Ph.L. Toint, Trust-Region Methods, MPS/SIAM Series on Optimization, SIAM and MPS, 2000.

[5] Dantzig, G., Linear Programming and Extensions, Princeton University Press, Princeton, 1963.

[6] Dantzig, G.B., A. Orden, and P. Wolfe, “Generalized Simplex Method for Minimizing a Linear Form Under Linear Inequality Restraints,” Pacific Journal Math., Vol. 5, pp. 183–195, 1955.

[7] Davidon, W.C., “Variable Metric Method for Minimization,” A.E.C. Research and Development Report, ANL-5990, 1959.

[8] Dennis, J.E., Jr., “Nonlinear least-squares,” State of the Art in Numerical Analysis ed. D. Jacobs, Academic Press, pp 269–312, 1977.

[9] Dennis, J.E., Jr. and R.B. Schnabel, Numerical Methods for Unconstrained Optimization and Nonlinear Equations, Prentice-Hall Series in Computational Mathematics, Prentice-Hall, 1983.

[10] Fleming, P.J., “Application of Multiobjective Optimization to Compensator Design for SISO Control Systems,” Electronics Letters, Vol. 22, No. 5, pp 258–259, 1986.

[11] Fleming, P.J., “Computer-Aided Control System Design of Regulators using a Multiobjective Optimization Approach,” Proc. IFAC Control Applications of Nonlinear Prog. and Optim., Capri, Italy, pp 47–52, 1985.

[12] Fletcher, R., “A New Approach to Variable Metric Algorithms,” Computer Journal, Vol. 13, pp 317–322, 1970.

[13] Fletcher, R., “Practical Methods of Optimization,” John Wiley and Sons, 1987.

[14] Fletcher, R. and M.J.D. Powell, “A Rapidly Convergent Descent Method for Minimization,” Computer Journal, Vol. 6, pp 163–168, 1963.

[15] Forsythe, G.F., M.A. Malcolm, and C.B. Moler, Computer Methods for Mathematical Computations, Prentice Hall, 1976.

[16] Gembicki, F.W., “Vector Optimization for Control with Performance and Parameter Sensitivity Indices,” Ph.D. Thesis, Case Western Reserve Univ., Cleveland, Ohio, 1974.

[17] Gill, P.E., W. Murray, M.A. Saunders, and M.H. Wright, “Procedures for Optimization Problems with a Mixture of Bounds and General Linear Constraints,” ACM Trans. Math. Software, Vol. 10, pp 282–298, 1984.

[18] Gill, P.E., W. Murray, and M.H. Wright, Numerical Linear Algebra and Optimization, Vol. 1, Addison Wesley, 1991.

[19] Gill, P. E., W. Murray, and M. H. Wright, Practical Optimization, London, Academic Press, 1981.

[20] Goldfarb, D., “A Family of Variable Metric Updates Derived by Variational Means,” Mathematics of Computing, Vol. 24, pp 23–26, 1970.

[21] Grace, A.C.W., “Computer-Aided Control System Design Using Optimization Techniques,” Ph.D. Thesis, University of Wales, Bangor, Gwynedd, UK, 1989.

[22] Han, S.P., “A Globally Convergent Method for Nonlinear Programming,” J. Optimization Theory and Applications, Vol. 22, p. 297, 1977.

[23] Hock, W. and K. Schittkowski, “A Comparative Performance Evaluation of 27 Nonlinear Programming Codes,” Computing, Vol. 30, p. 335, 1983.

[24] Hollingdale, S.H., Methods of Operational Analysis in Newer Uses of Mathematics (James Lighthill, ed.), Penguin Books, 1978.

[25] Levenberg, K., “A Method for the Solution of Certain Problems in Least Squares,” Quart. Appl. Math. Vol. 2, pp 164–168, 1944.

[26] Madsen, K. and H. Schjaer-Jacobsen, “Algorithms for Worst Case Tolerance Optimization,” IEEE Transactions of Circuits and Systems, Vol. CAS-26, Sept. 1979.

[27] Marquardt, D., “An Algorithm for Least-Squares Estimation of Nonlinear Parameters,” SIAM J. Appl. Math. Vol. 11, pp 431–441, 1963.

[28] Moré, J.J., “The Levenberg-Marquardt Algorithm: Implementation and Theory,” Numerical Analysis, ed. G. A. Watson, Lecture Notes in Mathematics 630, Springer Verlag, pp 105–116, 1977.

[29] NAG Fortran Library Manual, Mark 12, Vol. 4, E04UAF, p. 16.

[30] Nelder, J.A. and R. Mead, “A Simplex Method for Function Minimization,” Computer J., Vol.7, pp 308–313, 1965.

[31] Nocedal, J. and S. J. Wright. Numerical Optimization, Second Edition. Springer Series in Operations Research, Springer Verlag, 2006.

[32] Powell, M.J.D., “The Convergence of Variable Metric Methods for Nonlinearly Constrained Optimization Calculations,” Nonlinear Programming 3, (O.L. Mangasarian, R.R. Meyer and S.M. Robinson, eds.), Academic Press, 1978.

[33] Powell, M.J.D., “A Fast Algorithm for Nonlinearly Constrained Optimization Calculations,” Numerical Analysis, G. A. Watson ed., Lecture Notes in Mathematics, Springer Verlag, Vol. 630, 1978.

[34] Powell, M.J.D., “A Fortran Subroutine for Solving Systems of Nonlinear Algebraic Equations,” Numerical Methods for Nonlinear Algebraic Equations, (P. Rabinowitz, ed.), Ch.7, 1970.

[35] Powell, M.J.D., “Variable Metric Methods for Constrained Optimization,” Mathematical Programming: The State of the Art, (A. Bachem, M. Grotschel and B. Korte, eds.) Springer Verlag, pp 288–311, 1983.

[36] Schittkowski, K., “NLQPL: A FORTRAN-Subroutine Solving Constrained Nonlinear Programming Problems,” Annals of Operations Research, Vol. 5, pp 485-500, 1985.

[37] Shanno, D.F., “Conditioning of Quasi-Newton Methods for Function Minimization,” Mathematics of Computing, Vol. 24, pp 647–656, 1970.

[38] Waltz, F.M., “An Engineering Approach: Hierarchical Optimization Criteria,” IEEE Trans., Vol. AC-12, pp 179–180, April, 1967.

[39] Branch, M.A., T.F. Coleman, and Y. Li, “A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems,” SIAM Journal on Scientific Computing, Vol. 21, Number 1, pp 1–23, 1999.

[40] Byrd, R.H., J. C. Gilbert, and J. Nocedal, “A Trust Region Method Based on Interior Point Techniques for Nonlinear Programming,” Mathematical Programming, Vol 89, No. 1, pp. 149–185, 2000.

[41] Byrd, R.H., Mary E. Hribar, and Jorge Nocedal, “An Interior Point Algorithm for Large-Scale Nonlinear Programming,” SIAM Journal on Optimization, Vol 9, No. 4, pp. 877–900, 1999.

[42] Byrd, R.H., R.B. Schnabel, and G.A. Shultz, “Approximate Solution of the Trust Region Problem by Minimization over Two-Dimensional Subspaces,” Mathematical Programming, Vol. 40, pp 247–263, 1988.

[43] Coleman, T.F. and Y. Li, “On the Convergence of Reflective Newton Methods for Large-Scale Nonlinear Minimization Subject to Bounds,” Mathematical Programming, Vol. 67, Number 2, pp 189–224, 1994.

[44] Coleman, T.F. and Y. Li, “An Interior, Trust Region Approach for Nonlinear Minimization Subject to Bounds,” SIAM Journal on Optimization, Vol. 6, pp 418–445, 1996.

[45] Coleman, T.F. and Y. Li, “A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on some of the Variables,” SIAM Journal on Optimization, Vol. 6, Number 4, pp 1040–1058, 1996.

[46] Coleman, T.F. and A. Verma, “A Preconditioned Conjugate Gradient Approach to Linear Equality Constrained Minimization,” Computational Optimization and Applications, Vol. 20, No. 1, pp. 61–72, 2001.

[47] Mehrotra, S., “On the Implementation of a Primal-Dual Interior Point Method,” SIAM Journal on Optimization, Vol. 2, pp 575–601, 1992.

[48] Moré, J.J. and D.C. Sorensen, “Computing a Trust Region Step,” SIAM Journal on Scientific and Statistical Computing, Vol. 3, pp 553–572, 1983.

[49] Sorensen, D.C., “Minimization of a Large Scale Quadratic Function Subject to an Ellipsoidal Constraint,” Department of Computational and Applied Mathematics, Rice University, Technical Report TR94-27, 1994.

[50] Steihaug, T., “The Conjugate Gradient Method and Trust Regions in Large Scale Optimization,” SIAM Journal on Numerical Analysis, Vol. 20, pp 626–637, 1983.

[51] Waltz, R. A. , J. L. Morales, J. Nocedal, and D. Orban, “An interior algorithm for nonlinear optimization that combines line search and trust region steps,” Mathematical Programming, Vol 107, No. 3, pp. 391–408, 2006.

[52] Zhang, Y., “Solving Large-Scale Linear Programs by Interior-Point Methods Under the MATLAB Environment,” Department of Mathematics and Statistics, University of Maryland, Baltimore County, Baltimore, MD, Technical Report TR96-01, July, 1995.

[53] Hairer, E., S. P. Norsett, and G. Wanner, Solving Ordinary Differential Equations I - Nonstiff Problems, Springer-Verlag, pp. 183–184.

[54] Chvatal, Vasek, Linear Programming, W. H. Freeman and Company, 1983.

[55] Bixby, Robert E., “Implementing the Simplex Method: The Initial Basis,” ORSA Journal on Computing, Vol. 4, No. 3, 1992.

[56] Andersen, Erling D. and Knud D. Andersen, “Presolving in Linear Programming,” Mathematical Programming, Vol. 71, pp. 221–245, 1995.

[57] Lagarias, J. C., J. A. Reeds, M. H. Wright, and P. E. Wright, “Convergence Properties of the Nelder-Mead Simplex Method in Low Dimensions,” SIAM Journal of Optimization, Vol. 9, Number 1, pp. 112–147, 1998.

[58] Dolan, Elizabeth D. , Jorge J. Moré and Todd S. Munson, “Benchmarking Optimization Software with COPS 3.0,” Argonne National Laboratory Technical Report ANL/MCS-TM-273, February 2004.

[59] Applegate, D. L., R. E. Bixby, V. Chvátal and W. J. Cook, The Traveling Salesman Problem: A Computational Study, Princeton University Press, 2007.

[60] Spellucci, P., “A new technique for inconsistent QP problems in the SQP method,” Journal of Mathematical Methods of Operations Research, Volume 47, Number 3, pp. 355–400, October 1998.

[61] Tone, K., “Revisions of constraint approximations in the successive QP method for nonlinear programming problems,” Journal of Mathematical Programming, Volume 26, Number 2, pp. 144–152, June 1983.

[62] Gondzio, J. “Multiple centrality corrections in a primal dual method for linear programming.” Computational Optimization and Applications, Volume 6, Number 2, pp. 137–156, 1996.

[63] Gould, N. and P. L. Toint. “Preprocessing for quadratic programming.” Math. Programming, Series B, Vol. 100, pp. 95–132, 2004.

[64] Schittkowski, K., “More Test Examples for Nonlinear Programming Codes,” Lecture Notes in Economics and Mathematical Systems, Number 282, Springer, p. 45, 1987.