This reference textbook, first published in 1982 by Academic Press, is a comprehensive treatment of some of the most widely used constrained optimization methods, including the augmented Lagrangian/multiplier and sequential quadratic programming methods.
"This is an excellent reference book. The author has done a great job in at least three directions. First, he expertly, systematically and with ever-present authority guides the reader through complicated areas of numerical optimization. This is achieved by carefully explaining and illustrating (by figures, if necessary) the underlying principles and theory. Second, he provides extensive guidance on the merits of various types of methods. This is extremely useful to practitioners. Finally, this is truly a state of the art book on numerical optimization."
S. Zlobec, McGill University, in SIAM Review
The book may be downloaded from here or can be purchased from the publishing company, Athena Scientific. (ISBN 1-886529--04-3, 400 pages, softcover)
Constrained Optimization and Lagrange Multiplier Methods
The Method of Multipliers for Equality Constrained Problems
The Method of Multipliers for Inequality Constrained and Nondifferentiable Optimization Problems
Exact Penalty Methods and Lagrangian Methods
Nonquadratic Penalty Functions - Convex Programming
References
Index