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   * Bazaraa, Shetty, & Sherali, Nonlinear Programming, Theory &
     Applications, Wiley, 1994.
   * Bertsekas, Dimitri P., Dynamic Programming and Optimal Control.
     Belmont, MA: Athena Scientific, 1995.
   * Bertsekas, Dimitri P., Nonlinear Programming. Belmont, MA: Athena
     Scientific, 1995.
   * Borchers & Mitchell, "An Improved Branch and Bound Algorithm for Mixed
     Integer Nonlinear Programs", Computers and Operations Research, Vol 21,
     No. 4, p 359-367, 1994.
   * Coleman & Li, Large Scale Numerical Optimization, SIAM Books.
   * Conn, A.R., et al., "LANCELOT: a Fortran Package for Large-Scale
     Nonlinear Optimization", Springer Series in Computational Mathematics,
     vol. 17, 1992.
   * Dennis & Schnabel, Numerical Methods for Unconstrained Optimization and
     Nonlinear Equations, Prentice Hall, 1983.
   * Du and Pardalos (eds.), Minimax and applications, Kluwer, 1995.
   * Du and Sun (eds.), Advances in Optimization and Approximation, Kluwer,
     1994.
   * Fiacco & McCormick, Sequential Unconstrained Minimization Techniques,
     SIAM Books. (An old standby, given new life by the interior point LP
     methods.)
   * Fletcher, R., Practical Methods of Optimization, Wiley, 1987. (Good
     reference for Quadratic Programming, among other things.)
   * Floudas & Pardalos, Recent Advances in Global Optimization, Princeton
     University Press, 1992.
   * Gill, Murray & Wright, Practical Optimization, Academic Press, 1981.
     (An instant NLP classic when it was published.)
   * Himmelblau, Applied Nonlinear Programming, McGraw-Hill, 1972. (Contains
     some famous test problems.)
   * Hock & Schittkowski, Test Examples for Nonlinear Programming Codes,
     Springer-Verlag, 1981.
   * Hooke & Jeeves, "Direct Search Solution of Numerical and Statistical
     Problems", Journal of the ACM, Vol.8 pp. 212-229, April 1961.
   * Horst and Pardalos (eds.), Handbook of Global Optimization, Kluwer,
     1995.
   * Horst, Pardalos, and Thoai, Introduction to global optimization,
     Kluwer, 1995.
   * Horst and Tuy, Global Optimization, Springer-Verlag, 1993.
   * Kahaner, Moler & Nash, Numerical Methods and Software, Prentice- Hall.
   * Lau, H.T., A Numerical Library in C for Scientists and Engineers ,
     1994, CRC Press. (Contains a section on optimization.)
   * Luenberger, Introduction to Linear and Nonlinear Programming, Addison
     Wesley, 1984. (Updated version of an old standby.)
   * More', "Numerical Solution of Bound Constrained Problems", in
     Computational Techniques & Applications, CTAC-87, Noye & Fletcher, eds,
     North-Holland, 29-37, 1988.
   * More' & Toraldo, Algorithms for Bound Constrained Quadratic Programming
     Problems, Numerische Mathematik 55, 377-400, 1989.
   * More' & Wright, "Optimization Software Guide", SIAM, 1993.
   * Nash, S., and Sofer, A., Linear and Nonlinear Programming, McGraw-Hill,
     1996.
   * Nocedal, J., summary of algorithms for unconstrained optimization in
     "Acta Numerica 1992".
   * Pardalos & Wolkowicz, eds., Quadratic Assignment and Related Problems,
     American Mathematical Society, DIMACS series in discrete mathematics,
     1994.
   * Powell, M.J.D., "A Fast Algorithm for Nonlinearly Constrained
     Optimization Calculations", Springer-Verlag Lecture Notes in
     Mathematics, vol. 630, pp. 144-157. (Implemented in the Harwell
     Library)
   * Press, Flannery, Teukolsky & Vetterling, Numerical Recipes, Cambridge,
     1986.
   * Schittkowski, Nonlinear Programming Codes, Springer-Verlag, 1980.
   * Schittkowski, More Test Examples for Nonlinear Programming Codes,
     Lecture Notes in Economics and Math. Systems 282, Springer 1987.
   * Torn & Zilinskas, Global Optimization, Springer-Verlag, 1989.
   * Wismer & Chattergy, Introduction to Nonlinear Optimization,
     North-Holland, 1978. (Undergrad text)
   * Wright, M., "Interior methods for constrained optimization", Acta
     Mathematica, Cambridge University Press, 1992. (Survey article.)
   * Wright, M., "Direct Search Methods: Once Scorned, Now Respectable"

Simulated Annealing & Genetic Algorithms

   * Davis, L. (ed.), Genetic Algorithms and Simulated Annealing, Morgan
     Kaufmann, 1989.
   * De Jong, "Genetic algorithms are NOT function optimizers" in
     Foundations of Genetic Algorithms: Proceedings 24-29 July 1992, D.
     Whitley (ed.) Morgan Kaufman
   * Goldberg, D., "Genetic Algorithms in Search, Optimization, and Machine
     Learning", Addison-Wesley, 1989.
   * Ingber "Very fast simulated re-annealing" Mathematical and Computer
     Modeling, 12(8) 1989, 967-973
   * Kirkpatrick, Gelatt & Vecchi, Optimization by Simulated Annealing,
     Science, 220 (4598) 671-680, 1983.
   * Michalewicz et al., article in volume 3(4) 1991 of the ORSA Journal on
     Computing.
   * Michalewicz, Z., "Genetic Algorithms + Data Structures = Evolution
     Programs", Springer Verlag, 1992.
   * Reeves, C.R., ed., Modern Heuristic Techniques for Combinatorial
     Problems, Halsted Press (Wiley). (Contains chapters on tabu search,
     simulated annealing, genetic algorithms, neural nets, and Lagrangean
     relaxation.)

On-Line Sources of Papers and Bibliographies

   * Michael Trick's Operations Research Page at http://mat.gsia.cmu.edu/
   * Optimization Technology Center at
     http://www.mcs.anl.gov/home/otc/otc.html. Home of NEOS, Network-Enabled
     Optimization System.
   * WORMS (World-Wide-Web for Operations Research and Management Science)
     at http://www.maths.mu.oz.au/~worms/
   * List of interesting optimization codes in public domain at
     http://ucsu.colorado.edu/~xu/software.html. Includes many of the codes
     listed here, plus others of interest for specific problem classes.
   * Mathematical Optimization page at Oak Ridge.
   * Computational Mathematics Archive (London and South East Centre for
     High Performance Computing)
     http://www.lpac.ac.uk/SEL-HPC/Articles/GeneratedHtml/math.opt.html
   * Hans Mittelmann and P. Spellucci have put together an html-based
     Decision Tree for Optimization Software. There is also a plain-text
     version available by FTP, at ftp://plato.la.asu.edu/pub/guide.txt.
   * A Global Optimization web page is at
     http://solon.cma.univie.ac.at/~neum/glopt.html.
   * A survey of the Quadratic Assignment Problem can be found at
     ftp://orion.uwaterloo.ca/pub/henry/qap.
   * A listing of people or places involved with global optimization is
     maintained by Simon Streltsov and can be found at http://cad.bu.edu/go/
   * The Journal of Nonlinear Science has an electronic adjunct called
     Nonlinear Science Today.
   * INFORMS home page.
   * IMPS Consortium

[ ]

Q5. "How do I access the Netlib server?"

A: If you have FTP access, you can try "ftp netlib2.cs.utk.edu", using
"anonymous" as the Name, and your email address as the Password. Do a "cd
(dir)" where (dir) is whatever directory was mentioned, and look around,
then do a "get (filename)" on anything that seems interesting. There often
will be a "README" file, which you would want to look at first. Another FTP
site is netlib.bell-labs.com although you will first need to do "cd netlib"
before you can cd to the (dir) you are interested in. Alternatively, you can
reach an e-mail server via "netlib@ornl.gov", to which you can send a
message saying "send index from (dir)"; follow the instructions you receive.
This is the list of sites mirroring the netlib repository:

   * Norway netlib@nac.no
   * England netlib@ukc.ac.uk
   * Germany anonymous@elib.zib-berlin.de
   * Taiwan netlib@nchc.edu.tw
   * Australia netlib@draci.cs.uow.edu.au

For those who have WWW (Mosaic, etc.) access, one can access Netlib via the
URL http://www.netlib.org. Also, there is, for X window users, a utility
called xnetlib that is available at ftp://netlib2.cs.utk.edu/xnetlib (look
at the "readme" file first).

[ ]

Q6. "Who maintains this FAQ list?"

A: This list was established by John W. Gregory (ashbury@skypoint.com), and
is currently being maintained by Robert Fourer (4er@iems.nwu.edu) and the
Optimization Technology Center.

This article is Copyright 1997 by Robert Fourer and John W. Gregory. It may
be freely redistributed in its entirety provided that this copyright notice
is not removed. It may not be sold for profit or incorporated in commercial
documents without the written permission of the copyright holder. Permission
is expressly granted for this document to be made available for file
transfer from installations offering unrestricted anonymous file transfer on
the Internet.

The material in this document does not reflect any official position taken
by any organization. While all information in this article is believed to be
correct at the time of writing, it is provided "as is" with no warranty
implied.

If you wish to cite this FAQ formally (hey, someone actually asked for
this), you may use:

     Fourer, Robert (4er@iems.nwu.edu) and Gregory, John W.
     (ashbury@skypoint.com), "Linear Programming FAQ" (1997). World
     Wide Web http://www.mcs.anl.gov/home/otc/
     faq/nonlinear-programming-faq.html, Usenet sci.answers, anonymous
     FTP /pub/usenet/sci.answers/ nonlinear-programming-faq from
     rtfm.mit.edu.

There's a mail server on rtfm.mit.edu, so if you don't have FTP privileges,
you can send an e-mail message to mail-server@rtfm.mit.edu containing:

    send usenet/sci.answers/nonlinear-programming-faq

as the body of the message to receive the latest version (it is posted on
the first working day of each month). This FAQ is cross-posted to
news.answers and sci.op-research.

Suggestions, corrections, topics you'd like to see covered, and additional
material are all solicited. Send email to 4er@iems.nwu.edu.

[ ]

END nonlinear-programming-faq

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