Summary of Tao Solvers¶
Unconstrained¶
| Algorithm | Associated Type | Objective | Gradient | Hessian | Constraints | Jacobian | 
|---|---|---|---|---|---|---|
| Nelder-Mead | X | |||||
| 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 | ||||
| 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 |