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Numerical Optimization
Jorge Nocedal
Stephen J. Wright
Springer

Springer Series in Operations Research
Editors:
Peter Glynn Stephen M. Robinson
Springer
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Jorge Nocedal Stephen J. Wright
Numerical Optimization
With 85 Illustrations
13

Jorge Nocedal Stephen J. Wright
ECE Department Mathematics and Computer
Northwestern University Science Division
Evanston, IL 60208-3118 Argonne National Laboratory
USA 9700 South Cass Avenue
Argonne, IL 60439-4844
USA
Series Editors:
Peter Glynn Stephen M. Robinson
Department of Operations Research Department of Industrial Engineering
Stanford University University of Wisconsin–Madison
Stanford, CA 94305 1513 University Avenue
USA Madison, WI 53706-1572
USA
Cover illustration is from Pre-Hispanic Mexican Stamp Designs by Frederick V. Field, courtesy of Dover Publi-
cations, Inc.
Library of Congress Cataloging-in-Publication Data
Nocedal, Jorge.
Numerical optimization / Jorge Nocedal, Stephen J. Wright.
p. cm. — (Springer series in operations research)
Includes bibliographical references and index.
ISBN 0-387-98793-2 (hardcover)
1. Mathematical optimization. I. Wright, Stephen J., 1960– .
II. Title. III. Series.
QA402.5.N62 1999
519.3—dc21 99–13263
© 1999 Springer-Verlag New York, Inc.
All rights reserved. This work may not be translated or copied in whole or in part without the written permission
of the publisher (Springer-Verlag New York, Inc., 175 Fifth Avenue, New York, NY 10010, USA), except for brief
excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage
and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or
hereafter developed is forbidden.
The use of general descriptive names, trade names, trademarks, etc., in this publication, even if the former are
not especially identified, is not to be taken as a sign that such names, as understood by the Trade Marks and
Merchandise Marks Act, may accordingly be used freely by anyone.
ISBN 0-387-98793-2 Springer-Verlag New York Berlin Heidelberg SPIN 10764949
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