Summary of Tao Solvers

Requests and contributions welcome

Algorithm Objective Gradient Hessian Constraints Jacobian Constraint type
Unconstrained Nelder-Mead X
conjugate gradient X X
limited memory variable metric (quasi-Newton) X X
owlqn X X
bmrm X X
Newton line search X X X
Newton trust region X X X
Bound Constrained bounded conjugate gradient X X Box constraints
bounded limited memory variable metric (quasi-Newton) X X Box constraints
bounded quasi-Newton line search X X Box constraints
bounded Newton line search X X Box constraints
bounded Newton trust-region X X Box constraints
gradient projection conjugate gradient X X Box constraints
bounded quadratic interior point X X Box constraints
tron X X X Box constraints
Complementarity active-set feasible line search X X Complementarity
active-set infeasible line search X X Complementarity
semismooth feasible line search X X Complementarity
semismooth infeasible line search X X Complementarity
Nonlinear Least-squares POUNDERS X Box constraints
PDE-constrained linearly constrained lagrangian X X X X X PDE constraints
Constrained interior point method X X X X X general constraints
interior point method X X X X X general constraints

This page was inspired by Jack Dongarra's freely available software for linear algebra list