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Linear programming.

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View Resource A Spectral Bundle Method for Semidefinite Programming

This article is available online from the Society for Industrial and Applied Mathematics's Journal on Optimization (Volume 10, Number 3). It covers minimization of the maximum eigenvalue of an affine matrix function (real and symmetric) for application to large-scale problems.

http://epubs.siam.org/action/cookieAbsent
View Resource Algorithms in the "Real World"

Algorithms in the "Real World" is a computer science class at Carnegie Mellon University. While the Course Versions links have information primarily related to each semester's offerings, the rest of the material on this site provides an excellent introduction of the subject matter for anyone who is interested. The lecture notes, which are neatly organized and could easily be made into a book,...

http://www.cs.cmu.edu/afs/cs.cmu.edu/project/pscico-guyb/rea...