Optimization (nonlinear and quadratic)

L-BFGS and CG
Unconstrained optimization. Optional numerical differentiation.

Levenberg-Marquardt algorithm
Unconstrained or box/linearly constrained optimization. Optional numerical differentiation.

Box and linearly constrained optimization
Linearly equality/inequality (and box) constrained optimization. Optional numerical differentiation.

Nonlinearly constrained optimization
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