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 | ||||
| Newton trust region with linesearch | X | X | X | ||||
| Bound Constrained | bounded limited memory variable metric (quasi-Newton) | 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 |
This page was inspired by Jack Dongarra's freely available software for linear algebra list