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GAMS — The Solver Manuals - Available Software

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KNITRO References<br />

[1] R. H. Byrd, J. Ch. Gilbert, and J. Nocedal. A trust region method based on interior point techniques for<br />

nonlinear programming. Mathematical Programming, 89(1):149–185, 2000.<br />

[2] R. H. Byrd, N. I. M. Gould, J. Nocedal, and R. A. Waltz. On the convergence of successive linear-quadratic<br />

programming algorithms. Technical Report OTC 2002/5, Optimization Technology Center, Northwestern<br />

University, Evanston, IL, USA, 2002.<br />

[3] R. H. Byrd, N. I. M. Gould, J. Nocedal, and R. A. Waltz. An algorithm for nonlinear optimization using<br />

linear programming and equality constrained subproblems. Mathematical Programming, Series B, 100(1):27–<br />

48, 2004.<br />

[4] R. H. Byrd, M. E. Hribar, and J. Nocedal. An interior point algorithm for large scale nonlinear programming.<br />

SIAM Journal on Optimization, 9(4):877–900, 1999.<br />

[5] R. H. Byrd, J. Nocedal, and R. A. Waltz. Feasible interior methods using slacks for nonlinear optimization.<br />

Computational Optimization and Applications, 26(1):35–61, 2003.<br />

[6] Harwell Subroutine Library. A catalogue of subroutines (HSL 2002). AEA Technology, Harwell, Oxfordshire,<br />

England, 2002.<br />

[7] J. Nocedal and S. J. Wright. Numerical Optimization. Springer Series in Operations Research. Springer, 1999.<br />

[8] R. A. Waltz, J. L. Morales, J. Nocedal, and D. Orban. An interior algorithm for nonlinear optimization<br />

that combines line search and trust region steps. Technical Report 2003-6, Optimization Technology Center,<br />

Northwestern University, Evanston, IL, USA, June 2003. To appear in Mathematical Programming, Series A.

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