Algorithms for Continuous Optimization: The State of the Art

Front Matter....Pages i-xv
General Optimality Conditions via a Separation Scheme....Pages 1-23
Linear Equations in Optimisation....Pages 25-35
Generalized and Sparse Least Squares Problems....Pages 37-80
Algorithms for Solving Nonlinear Systems of Equations....Pages 81-108
An Overview of Unconstrained Optimization....Pages 109-143
Nonquadratic Model Methods in Unconstrained Optimization....Pages 145-168
Algorithms for General Constrained Nonlinear Optimization....Pages 169-207
Exact Penalty Methods....Pages 209-253
Stable Barrier-Projection and Barrier-Newton Methods for Linear and Nonlinear Programming....Pages 255-285
Large-scale Nonlinear Constrained Optimization: a Current Survey....Pages 287-332
ABS Methods for Nonlinear Optimization....Pages 333-356
A Condensed Introduction to Bundle Methods in Nonsmooth Optimization....Pages 357-382
Computational Methods For Linear Programming....Pages 383-413
Infeasible Interior Point Methods for Solving Linear Programs....Pages 415-434
Algorithms for Linear Complementarity Problems....Pages 435-474
A Homework Exercise — The “Big-M” Problem....Pages 475-479
Deterministic Global Optimization....Pages 481-500
On Automatic Differentiation and Continuous Optimization....Pages 501-512
Neural Networks and Unconstrained Optimization....Pages 513-530
Parallel Nonlinear Optimization: Limitations, Challenges, and Opportunities....Pages 531-559
Back Matter....Pages 561-565