Numerical Optimization Theoretical and Practical Aspects (Second Edition) by J. Frédéric Bonnans, J. Charles Gilbert, Claude Lemaréchal, and Claudia A. Sagastizábal Springer, series Universitext, 2006, XIV, 494 p., 52 illus., Softcover ISBN-10: 3-540-35445-X ISBN-13: 978-3-540-35445-1 (see also the Springer page of the book)

Inside the book

• Preface, which specifies the differences with the first edition
• Table of contents
• Bibliography
• Index

Interested in the book

• What people have said about the book (first edition):
      R.W. Cottle in SIAM review,
      J. Fliege in Mathematical Methods and Operations Research 58 (2003) 503-504,
      J.-B. Hiriart-Urruty in Matapli  (in French).
• Purchase the book at amazon.com, amazon.com.fr, or Springer
• Bibtex entry

Pieces of software

• Part I - Unconstrained Problems
  
  
  • Seismic Reflection Tomography Project  in chapter 7 (Matlab).
  • CG solver  (Fortran)
  • l_BFGS solver  (Fortran)
  
  
• Part II - Introduction to Nonsmooth Optimization
  
  
  • Computational Exercises  in chapter 12, should appear "soon"
  • N1CV2 - A solver of unconstrained nondifferentiable functions  (bundle method, Fortran).
  
  
• Part III - Newton's Methods in Constrained Optimization
  
  
  • Hanging Chain Project  (Matlab), presented in sections 13.8, 14.7, 15.4, 17.4, and 18.4.
  • SQPlab - A Matlab solver of nonlinear optimization and optimal control problems (SQP algorithm, Matlab).
  
  
• Part IV - Interior-Point Algorithms for Linear and Quadratic Optimization