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Theory of algorithms for unconstrained optimization

Published online by Cambridge University Press:  07 November 2008

Jorge Nocedal
Jorge Nocedal
Affiliation:
Department of Electrical Engineering and Computer ScienceNorthwestern University, Evanston, IL 60208USA, E-mail nocedal@jorge.eecs.nwu.edu
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A few months ago, while preparing a lecture to an audience that included engineers and numerical analysts, I asked myself the question: from the point of view of a user of nonlinear optimization routines, how interesting and practical is the body of theoretical analysis developed in this field? To make the question a bit more precise, I decided to select the best optimization methods known to date – those methods that deserve to be in a subroutine library – and for each method ask: what do we know about the behaviour of this method, as implemented in practice? To make my task more tractable, I decided to consider only algorithms for unconstrained optimization.

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Research Article
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Acta Numerica , Volume 1 , January 1992 , pp. 199 - 242
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Copyright © Cambridge University Press 1992

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