A method for building three-dimensional articles using a thermal polymerization process in provided. The articles are built by using a composition that includes a thermally polymerizable composition, a thermal initiator, and a nonlinear light-to-heat conversion material such as a reverse saturable dye. The article is built by the sequential exposure of adjacent voxels with a laser beam. Microlens arrays can be used to expose more than one voxel at a time.