L-BFGS and CG
Unconstrained optimization. Optional numerical differentiation.
Levenberg-Marquardt algorithm
Unconstrained or box/linearly constrained optimization. Optional numerical differentiation.
Box/linearly constrained optimization
Linearly equality/inequality (and box) constrained optimization. Optional numerical differentiation.
Nonlinearly constrained solver
Nonlinearly equality/inequality constrained optimization. Optional numerical differentiation.
Nonsmooth constrained optimization
Nonsmooth constrained (with support for nonsmooth constraints) optimization. Optional numerical differentiation.
Constrained quadratic programming with box/linear constraints
Constrained quadratic optimization.
Numerical optimization tips and tricks
Case studies for numerical optimization
About variable scaling
Discussion and examples
About preconditioning
Preconditioning strategies
