Computer Optimization Routines [3.20]
229
(second order partial derivatives), values of constraints, and the Jacobian
matrix (first-order partial derivatives) of the constraint functions.
Not all techniques require the use of derivatives and some algorithms
use approximations instead of the derivatives. If more than one algorithm
can be used for an application, each should be used as a check.
A good review of algorithms is given by [C.1]
REFERENCES
C.1. Mor6 J J, Wright SJ. Optimization Software Guide. Philadelphia, PA: SIAM
Society for Industrial and Applied Mathematics, 1993.