GAMS — The Solver Manuals - Available Software

MINOS References
[1] R. H. Bartels, A stabilization of the simplex method, Numerische Mathematik, 16 (1971), pp. 414–434.
[2] R. H. Bartels and G. H. Golub, The simplex method of linear programming using the LU decomposition,
Communications of the ACM, 12 (1969), pp. 266–268.
[3] G. .B. Dantzig, Linear Programming and Extensions, Princeton University Press, Princeton, New Jersey,
1963.
[4] W. C. Davidon, Variable metric methods for minimization, A.E.C. Res. and Develop. Report ANL-5990,
Argonne National Laboratory, Argonne, IL., 1959.
[5] R. Fourer, Solving staircase linear programs by the simplex method, Mathematical Programming, 23 (1982),
pp. 274–313.
[6] P. E. Gill, W. Murray, M. A. Saunders and M. H. Wright, Two step-length algorithms for numerical
optimization, Report SOL 79-25, Department of Operations Research, Stanford University, Stanford,
California, 1979.
[7] P. E. Gill, W. Murray, M. A. Saunders and M. H. Wright, Maintaining factors of a general sparse
matrix, Linear Algebra and its Applications, 88/89 (1987), pp. 239–270.
[8] B. A. Murtagh and M. A. Saunders, Large-scale linearly constrained optimization, Mathematical Programming,
14 (1978), pp. 41–72.
[9] B. A. Murtagh and M. A. Saunders, A projected Lagrangian algorithm and its implementation for sparse
nonlinear constraints, Mathematic Programming Study, 16 (1982), Algorithms for Constrained Minimization
of Smooth Nonlinear Function, pp. 84–117.
[10] B. A. Murtagh and M. A. Saunders, MINOS 5.0 User‘s Guide, Report SOL 83-20, Department of
Operations Research, Stanford University, 1983 (Revised as MINOS 5.1 User‘s Guide, Report SOL 83-20R,
1987.)
[11] J. K. Reid, Fortran subroutines for handling sparse linear programming bases, Report R8269, Atomic Energy
Research Establishment, Harwell, England, 1976.
[12] J. K. Reid, A sparsity-exploiting variant of the Bartels-Golub decomposition for linear programming bases,
Mathematical Programming, 24 (1982), pp. 55–69.
[13] S. M. Robinson, A quadratically convergent algorithm for general nonlinear programming problems, Mathematical
Programming 3 (1972), pp. 145–156.
[14] P. Wolfe, The reduced-gradient method, unpublished manuscript, RAND Corporation, 1962.