Summary of Tao Solvers#
Unconstrained#
Algorithm |
Associated Type |
Objective |
Gradient |
Hessian |
Constraints |
Jacobian |
---|---|---|---|---|---|---|
Nelder-Mead |
X |
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Conjugate Gradient |
X |
X |
||||
Limited Memory Variable Metric (quasi-Newton) |
X |
X |
||||
Orthant-wise Limited Memory (quasi-Newton) |
X |
X |
||||
Bundle Method for Regularized Risk Minimization |
X |
X |
||||
Newton Line Search |
X |
X |
X |
|||
Newton Trust Region |
X |
X |
X |
Bound Constrained#
Algorithm |
Associated Type |
Objective |
Gradient |
Hessian |
Constraints |
Jacobian |
Constraint Type |
---|---|---|---|---|---|---|---|
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#
Algorithm |
Associated Type |
Objective |
Gradient |
Hessian |
Constraints |
Jacobian |
Constraint Type |
---|---|---|---|---|---|---|---|
Active-Set Feasible Line Search |
X |
X |
Complementarity |
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Active-Set Infeasible Line Search |
X |
X |
Complementarity |
||||
Semismooth Feasible Line Search |
X |
X |
Complementarity |
||||
Semismooth Infeasible Line Searchx |
X |
X |
Complementarity |
Nonlinear Least Squares#
Algorithm |
Associated Type |
Objective |
Gradient |
Hessian |
Constraints |
Jacobian |
Constraint Type |
---|---|---|---|---|---|---|---|
POUNDERS |
X |
Box Constraints |
PDE-Constrained#
Algorithm |
Associated Type |
Objective |
Gradient |
Hessian |
Constraints |
Jacobian |
Constraint Type |
---|---|---|---|---|---|---|---|
Linearly Constrained Lagrangian |
X |
X |
X |
X |
X |
PDE Constraints |
Constrained#
Algorithm |
Associated Type |
Objective |
Gradient |
Hessian |
Constraints |
Jacobian |
Constraint Type |
---|---|---|---|---|---|---|---|
Interior Point Method |
X |
X |
X |
X |
X |
General Constraints |
|
Barrier-Based Primal-Dual Interior Point |
X |
X |
X |
X |
X |
General Constraints |