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