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The Nelder–Mead simplex algorithm, first published in 1965, is an enormously popular direct search method for multidimensional unconstrained minimization. Despite its widespread use, essentially no theoretical results have been proved explicitly for the Nelder–Mead algorithm. This paper presents convergence properties of the Nelder–Mead algorithm applied to(More)
Interior methods are an omnipresent, conspicuous feature of the constrained optimization landscape today, but it was not always so. Primarily in the form of barrier methods, interior-point techniques were popular during the 1960s for solving nonlinearly constrained problems. However, their use for linear programming was not even contemplated because of the(More)
NPSOL is a set of Fortran subroutines for minimizing a smooth function subject to constraints, which may include simple bounds on the variables, linear constraints and smooth nonlinear constraints. (NPSOL may also be used for unconstrained, bound-constrained and linearly constrained optimization.) The user provides subroutines to define the objective and(More)
Interest in linear programming has been intensified recently by Karmarkar's publication in 1984 of an algorithm that is claimed to be much faster than the simplex method for practical problems. We review classical barrier-function methods for nonlinear programming based on applying a logarithmic transformation to inequality constraints. For the special case(More)
Interior methods are a pervasive feature of the optimization landscape today, but it was not always so. Although interior-point techniques, primarily in the form of barrier methods, were widely used during the 1960s for problems with nonlinear constraints, their use for the fundamental problem of linear programming was unthinkable because of the total(More)
When describing active-set methods for linearly constrained optimization, it is often convenient to treat all constraints in a uniform manner. However, in many problems the linear constraints include simple bounds on the variables as well as general constraints. Special treatment of bound constraints in the implementation of a null-space active-set method(More)
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