Chapter 8: Optimization > Functions

Functions

Unconstrained Minimization

Univariate Function

Using function values only................................................................................ min_uncon

Using function and first derivative values.................................................... min_uncon_deriv

Finds the minimum point of a nonsmooth function
of a single value................................................................................... min_uncon_golden

Multivariate Function

Using quasi-Newton method................................................................ min_uncon_multivar

Nonlinear Least Squares

Using Levenberg-Marquardt algorithm................................................. nonlin_least_squares

Linearly Constrained Minimization

Reads an MPS file containing a linear programming
problem or a quadratic programming problem...................................................... read_mps

Solves a linear programming problem.................................................... linear_programming

Dense linear programming.................................................................................... lin_prog

Quadratic programming.............................................................................. quadratic_prog

Sparse linear programming........................................................................ sparse_lin_prog

Sparse quadratic programming........................................................ sparse_quadratic_prog

Minimizes a general objective function...................................................... min_con_gen_lin

Nonlinear least-squares
with simple bounds on the variables................................................ bounded_least_squares

Nonlinearly Constrained Minimization

Using a sequential equality constrained
QP method.............................................................................................. constrained_nlp


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