Introduction to Optimization

References

IBM (1988), Mathematical Programming System Extended/370 (MPSX/370) Version 2 Program Reference Manual , volume SH19-6553-0, IBM.

Murtagh, B. A. (1981), Advanced Linear Programming, Computation and Practice , New York: McGraw-Hill.

Rosenbrock, H. H. (1960), "An Automatic Method for Finding the Greatest or Least Value of a Function," Computer Journal , 3, 175--184.