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