Large Sparse Numerical Optimization (Lecture Notes in Computer Science)

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PREFACE
In the spring of 1983 I taught a graduate course entitled 'Large Sparse Numerical Optimization'. Each week I prepared a set of lecture notes to reflect the material being covered. This manuscript is the result. The purpose of the course was to discuss recent developments in the area in order to prepare a student to pursue research. I hope this manuscript will prove useful to others with a similar purpose in mind.
My class was comprised of graduate students from applied mathematics, computer science, and operations research. All students had strong mathematical backgrounds and were familiar with computational methods in mathematics. In addition, most students had some familiarity with numerical optimization, optimization theory and graph-theoretic concepts (or at least I assumed they did). The students were required to do all exercises listed at the end of each chapter. In addition, each student either presented a paper in the area (- I supplied a number of possibilities) or worked on one of the research problems listed in the notes. It was a fun course 7...

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