An Introduction to Algorithms for Nonlinear Optimization

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.