## Summary of Tao Solvers

### Requests and contributions welcome

Algorithm | Objective | Gradient | Hessian | Constraints | Jacobian | Constraint type | |
---|---|---|---|---|---|---|---|

Unconstrained | Nelder-Mead | X | |||||

conjugate gradient | X | X | |||||

limited memory variable metric (quasi-Newton) | X | X | |||||

owlqn | X | X | |||||

bmrm | X | X | |||||

Newton line search | X | X | X | ||||

Newton trust region | X | X | X | ||||

Bound Constrained | 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 | 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 search | X | X | Complementarity | ||||

Nonlinear Least-squares | POUNDERS | X | Box constraints | ||||

PDE-constrained | linearly constrained lagrangian | X | X | X | X | X | PDE constraints |

Constrained | interior point method | X | X | X | X | X | general constraints |

interior point method | X | X | X | X | X | general constraints |

This page was inspired by Jack Dongarra's freely available software for linear algebra list