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OPT++

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    <p>
    <a name="Argaez1"></a> M. Argaez and R. A. Tapia, On the Global
    Convergence of a Modified Augmented Lagrangian Linesearch
    Interior-Point Newton Method for Nonlinear Programming,
    <em>Journal of Optimization Theory and Applications,</em>
    Vol. 114, No. 1, 2001.

    <a name="Argaez2"></a> M. Argaez, R. A. Tapia, and L. Velazquez,
    Numerical Comparisons of Path-Following Strategies for a
    Primal-Dual Interior-Point Method for Nonlinear Programming,
    <em>Journal of Optimization Theory and Applications,</em>
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    <a name="Averick"> B. M. Averick, R. G. Carter, J. J. More, and
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    <a name="Conn"></a> A. R. Conn, N. I. M. Gould, and Ph. L. Toint,
    Convergence of quasi-Newton matrices generated by the symmetric
    rank one update,<em> Mathematical Programming, </em> Vol. 50 pp.
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    <a name="Davies"></a> R. B. Davies, <em> NEWMAT11: a matrix
    manipulation library. </em> See http://www.robertnz.net.

    <a name="Dennis"></a> J. E. Dennis, Jr. and R. B. Schnabel, <em>
    Numerical Methods for Unconstrained Optimization and Nonlinear
    Equations,</em> Prentice-Hall Inc., New Jersey, 1983.

    <a name="Torczon"></a> J. E. Dennis, Jr. and V. Torczon, Direct
    Search Methods on Parallel Machines, <em>SIAM
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    <a name="blas3"> J. J. Dongarra, J. Du Croz, I. S. Duff, and
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    <a name="blas2"> J. J. Dongarra, J. Du Croz, S. Hammarling, and
    R. J. Hanson, An extended set of FORTRAN Basic Linear Algebra
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    <a name="El-Bakry"></a> A. S. El-Bakry, R. A. Tapia, T. Tsuchiya
    and Y. Zhang, On the Formulation and Theory of the Newton
    Interior-Point Method for Nonlinear Programming, <em> Journal of
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    <a name="El-Bakry2"></a> A. S. El-Bakry, R. A. Tapia, and
    Y. Zhang, A Study of Indicators for Identifying Zero Variables in
    Interior-Point Methods, <em> SIAM Review, </em> Vol. 36, No. 1,
    pp. 45--72, 1994.

    <a name="Facchinei"></a> F. Facchinei, A. Fischer, and C. Kanzow,
    On the Accurate Identification of Active Constraints, <em> SIAM
    J. Optimization, </em> Vol. 9, No. 1, pp. 14--32, 1998.

    <a name="Gill"></a> P. E. Gill, W. Murray, M. A. Saunders, and
    M. H. Wright, <em>User's Guide for NPSOL(Version 4.0): A Fortran
    Package for Nonlinear Programming,</em> Technical Report SOL-86-2,
    System Optimization Laboratory, Stanford University, Stanford, CA,
    1986.

    <a name="Gill2"></a> P. E. Gill, W. Murray, and M. H. Wright, <em>
    Practical Optimization </em>, Academic Press, London, 1981.

    <a name="Goldsmith"></a> M. J. Goldsmith, <em>Sequential Quadratic
    Programming Methods Based on Indefinite Hessian Approximations,
    </em> Ph.D. Thesis, Department of Operations Research, Stanford
    University, Palo Alto, CA, March 1999.

    <a name="Hock"></a> W. Hock and K. Schittkowski, <em> Test
    examples for nonlinear programming code,</em> Springer Verlag, New
    York, 1981.

    <a name="Hough"></a> P. D. Hough and J. C. Meza, A Class of
    Trust-Region Methods for Parallel Optimization, <em>SIAM
    J. Optimization,</em> Vol. 13, No. 1, pp. 264--282, 2002.

    <a name="Howle"></a> V. E. Howle, S. M. Shontz, and P. D. Hough,
    <em>Some Parallel Extensions to Optimization Methods in OPT++
    </em>, Sandia Technical Report SAND2000-8877, Sandia National
    Laboratories, Livermore, CA, October 2000.

    <a name="blas1"></a> C. L. Lawson, R. J. Hanson, D. Kincaid, and
    F. T. Krogh, Basic Linear Algebra Subprograms for FORTRAN usage,
    <em>ACM Trans. Math. Software, </em> Vol. 5 pp.  308--329,
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    <a name="lbfgs"></a> D. Liu and J. Nocedal, On the limited memory
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    <a name="Meza"></a> J. C. Meza, <em>OPT++: An Object-Oriented
    Class Library for Nonlinear Optimization,</em> Sandia Technical
    Report SAND94-8225, Sandia National Laboratories, Livermore, CA,
    March 1994.

    <a name="More"></a> J. More and D. Thuente, Line Search Algorithms
    with Guaranteed Sufficient Decrease, <em> ACM Transactions on
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    <a name="Murray"></a> W. Murray and M. H. Wright, Line search
    procedures for the logarithmic barrier function, <em>SIAM
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    <a name="Pacheco"></a> P. S. Pacheco, <em> Parallel Programming
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    <!--
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        Serie Rouge, No. 16, 1969. 
    -->

    <a name="Tapia"></a> R. A. Tapia, On the role of slack variables
    in quasi-Newton methods for constrained optimization,
    <em>Numerical Optimization of Dynamic Systems,</em> In
    L. C. W. Dixon and G.P. Szego, eds., North Holland, pp. 235--246,
    1980.

    <a name="Vanderbei"></a> R. J. Vanderbei and D. Shanno, An
    interior-point algorithm for nonconvex nonlinear programming, <em>
    Computational Optimization and Applications,</em> Vol. 13,
    pp. 231--259, 1999.

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