Numerical methods for large-scale  nonlinear optimization
             by N.I.M. Gould, D. Orban and Ph. L. Toint
             Report TR04/08            16 November 2004


Recent  developments in  numerical  methods for  solving large  differentiable
nonlinear optimization problems  are reviewed. State-of-the-art algorithms for
solving    unconstrained,    bound-constrained,    linearly-constrained    and
nonlinearly-constrained  problems   are  discussed.   As   well  as  important
conceptual advances and  theoretical aspects, emphasis is also  placed on more
practical issues, such as software availability.