Algorithms

From NEOS

• Simplex Method
• Interior-Point Methods
• Branch and Bound
• Newton Methods (Unconstrained optimization)
• Quasi-Newton Methods (Unconstrained optimization)
• Nonlinear Simplex Method (Unconstrained optimization)
• Nonlinear Conjugate Gradient Method (Unconstrained optimization)
• Difference Approximations (Unconstrained optimization)
• Gradient-Projection Methods
• Augmented Lagrangian Methods
• Reduced-Gradient Methods
• Direct search, multistart algorithms, controlled random search, and evolutionary algorithms (Bound Constrained Optimization)
• Multistart algorithms, controlled random search, DIRECT search, and evolution strategies with stochastic ranking (ISRES) (Global optimization)
• NLopt algorithms page
• Quadratic Programming Methods
• Stochastic algorithms
• Nonlinear Equations
  • Trust Region Methods
  • Line-search Methods
  • Truncated Newton Methods
  • Broyden's Method
  • Tensor Methods
  • Homotopy Methods
• Nonlinear Least Squares:
  • Gauss-Newton Method
  • Levenberg-Marquardt Method
  • Hybrid Methods
  • Large Scale Methods
  • Techniques for solving Least Squares problems with constraints
• Dynamic Programming
• Network Programming
• Sequential Quadratic Programming
• Feasible Sequential Quadratic Programming