L-BFGS and CG
Unconstrained optimization. Function gradient is needed.
Unconstrained or boundary constrained optimization.
Bound and linear equality/inequality constrained optimization
Linearly constrained optimization.
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
ALGLIB® - numerical analysis library, 1999-2016.