Numerical Optimization by Nocedal and Wright

Second Edition

First Edition

Numerical Optimization
Second Edition

Jorge Nocedal    Stephen J. Wright

Table of Contents (click a chapter title to expand)
1 Introduction
2 Fundamentals of Unconstrained Optimization
3 Line Search Methods
4 Trust-Region Methods
5 Conjugate Gradient Methods
6 Quasi-Newton Methods
7 Large-Scale Unconstrained Optimization
8 Calculating Derivatives
9 Derivative-Free Optimization
10 Least-Squares Problems
11 Nonlinear Equations
12 Theory of Constrained Optimization
13 Linear Programming: The Simplex Method
14 Primal-Dual Methods
15 Fundamentals of Algorithms for Nonlinear Constrained Optimization
16 Quadratic Programming
17 Penalty and Augmented Lagrangian Methods
18 Sequential Quadratic Programming
19 Interior-Point Methods for Nonlinear Programming
A Background Material
B A Regularization Procedure . . . 635