Methods of solution of nonlinear extremal problems

I. R. Blum, Multidimensional stochastic approximation method, AMS, 25, 1954.

I. R. Blum, A note on stochastic approximation, Proc. Am. Math. Soc., 9, 1958.

H. F. Bohnenblust, Theory of Games; Modern Mathematics for the Engineer, E. F. Beckenbach, ed. McGraw-Hill Book Co., N. Y., 1956.

N. P. Buslenko and G. A. Sokolov, ?On a class of optimal distribution problems,? zhurn. Ekonomika i matematicheskie metody, Moscow, no. 1, 1965.

S. Vajda, ?Theory of games and linear programming,? collection: Linear Inequalities and Related Problems [Russian translation], IL, Moscow, 1959.

V. A. Volkonskii, ?Optimal planning methods with a large number of dimensions,? zhurn. Ekonomika i matematicheskie metody, Moscow, No. 2, 1965.

P. Wolfe, New-Methods in Nonlinear Programming [in Russian], izd-vo Nauka, Moscow, vol. 3, 1965.

S. Gass, Linear Programming [Russian translation], Fizmatgiz, Moscow, 1961.

I. M. Gel'fand and M. L. Tseitlin, ?Principle of nonlocal search in automatic optimization systems,? DAN SSSR, vol. 137, no. 2, 1961.

E. G. Gol'shtein, ?Dual problems of convex programming,? zhurn. Ekonomika i matematicheskie metody, Moscow, no. 3, 1965.

G. B. Dennis, Mathematical Programming and Electric Networks [Russian translation], IL, Moscow, 1961.

G. Zoutendijk, Methods of Feasible Directions, Elsevier, Amsterdam, 1960.

S. Karlin, Mathematical Methods and Theory in Games, Programming, and Economics, Addison-Wesley Publ. Co., Reading, Mass., 1959.

Henry J. Kelley, ?Gradient methods,? collection: Optimization Techniques with Application to Aerospace Systems [Russian translation], izd-vo Nauka, Moscow, 1965.

G. P. Kintsi and V. Krelle, Nonlinear Programming [in Russian], izd-vo Sovetskoe radio, Moscow, 1965.

I. Kiefer and I. Wolfowitz, Stochastic estimation of the maximum of a regression function, The Annals of Mathematical Statistics, 23, 1952.

B. N. Pshenchniy, ?Duality principle in convex programming problems,? Zhurnal vychislitel'noi matematiki i matematicheskoi fiziki, Moscow, no. 1, 1965.

L. A. Rastrigin, Random Search [in Russian], izd-vo Zinatne, Riga, 1965.

H. Robbins and F. Monro, Astochastic approximation method, The Annals of Mathematical Statistics, 22, 1951.

C. B. Tompkins, ?Methods of Steep Descent? in: Modern Mathematics for the Engineer, E. F. Beckenbach, ed., McGraw-Hill Book Co., N. Y., 1956.

M. Frank and P. Wolfe, ?An algorithm for quadratic programming? Naval Research Logistics Quarterly terly, vol. 3, 1956.

N. Z. Shor, On the Structure of Numerical Algorithms for Solving Optimal Planning and Projection Problems [in Russian] Author's abstract of dissertation, Institute of Cybernetics AS UkrSSR, 1964.

K. J. Arrow, L. Hurwicz, and H. Uzawa (eds.) Studies in Linear and Nonlinear Programming, Stanford Univ. Press, Stanford, Cal., 1958.

R. Courant, Variational Method for the Solution of Problems of Equilibrium Soc., 49, 1943.

M. V. Rybashov, ?Gradient method of solving convex programming problems,? Avtomatika i telemekhanika, Moscow, no. 11, 1965.

T. Pietrzykowski, On an iteration method for maximizing a concave function on a convex set, Prace ZAM, ser. A, N 13, 1961.

Hoang T'ui, ?Concave programming under linear constraints,? DAN SSSR, 159, 1964.

R. E. Gomory and W. J. Baumol, ?Integer programming and estimates,? collection: Numerical Methods of Optimal Programming [Russian translation], Novosibirsk, 1962.

S. I. Zukhovitskii and L. I. Avdeeva, Linear and Convex Programming [in Russian], izd-vo Nauka, 1964.

E. G. Gol'shtein and D. B. Yudin, New Directions in Linear Programming [in Russian], izd-vo Sovetskoe radio, Moscow, 1966.

I. I. Eremin, ?Relaxation method of solving a system of inequalities with convex functions in left parts,? DAN SSSR, vol. 160, no. 5, 1965.

T. S. Motzkin and I. I. Schoenberg, The relaxation method for linear inequalities, Canad. Journ. Math., 6, no. 3, 1954.