Linear programming (LP), |
dense, |
active-set method/primal simplex, |
alternative 1 | e04mfc |
alternative 2 | e04ncc |
sparse, |
interior point method (IPM) | e04mtc |
active-set method/primal simplex, |
recommended (see Section 4.3 in the E04 Chapter Introduction) | e04nqc |
alternative | e04nkc |
Quadratic programming (QP), |
dense, |
active-set method for (possibly nonconvex) QP problem | e04nfc |
active-set method for convex QP problem | e04ncc |
sparse, |
active-set method sparse convex QP problem, |
recommended (see Section 4.3 in the E04 Chapter Introduction) | e04nqc |
alternative | e04nkc |
interior point method (IPM) for (possibly nonconvex) QP problems | e04stc |
Second-order Cone Programming (SOCP), |
dense or sparse, |
interior point method | e04ptc |
Semidefinite programming (SDP), |
generalized augmented Lagrangian method for SDP and SDP with bilinear matrix inequalities (BMI-SDP) | e04svc |
Nonlinear programming (NLP), |
dense, |
active-set sequential quadratic programming (SQP), |
direct communication, |
recommended (see Section 4.3 in the E04 Chapter Introduction) | e04ucc |
alternative | e04wdc |
reverse communication | e04ufc |
sparse, |
active-set sequential quadratic programming (SQP) | e04src |
interior point method (IPM) | e04stc |
active-set sequential quadratic programming (SQP), |
alternative | e04vhc |
alternative | e04ugc |
Nonlinear programming (NLP) – derivative-free optimization (DFO), |
model-based method for bound-constrained optimization | e04jcc |
model-based method for bound-constrained optimization, |
reverse communication | e04jec |
direct communication | e04jdc |
Nelder–Mead simplex method for unconstrained optimization | e04cbc |
Nonlinear programming (NLP) – special cases, |
unidimensional optimization (one-dimensional) with bound constraints, |
method based on quadratic interpolation, no derivatives | e04abc |
method based on cubic interpolation | e04bbc |
unconstrained, |
preconditioned conjugate gradient method | e04dgc |
bound-constrained, |
first order active-set method (nonlinear conjugate gradient) | e04kfc |
quasi-Newton algorithm, first derivatives | e04kbc |
modified Newton algorithm, first and second derivatives | e04lbc |
Nonlinear programming (NLP) – global optimization, |
bound constrained, |
branching algorithm, multi-level coordinate search | e05kbc |
branching algorithm, multi-level coordinate search (D) | e05jbc |
heuristic algorithm, particle swarm optimization (PSO) | e05sac |
generic, including nonlinearly constrained, |
heuristic algorithm, particle swarm optimization (PSO) | e05sbc |
multi-start | e05ucc |
Linear least squares, linear regression, data fitting, |
constrained, |
bound-constrained least squares problem | e04pcc |
linearly-constrained active-set method | e04ncc |
Data fitting, |
general loss functions (for sum of squares, see nonlinear least squares) | e04gnc |
Nonlinear least squares, data fitting, |
unconstrained, |
combined Gauss–Newton and modified Newton algorithm, |
no derivatives | e04fcc |
combined Gauss–Newton and quasi-Newton algorithm, |
first derivatives | e04gbc |
covariance matrix for nonlinear least squares problem (unconstrained) | e04ycc |
constrained, |
nonlinear constraints active-set sequential quadratic programming (SQP) | e04unc |
bound constrained, |
model-based derivative-free algorithm, |
direct communication | e04ffc |
reverse communication | e04fgc |
trust region algorithm, |
first derivatives, optionally second derivatives | e04ggc |
Nonlinear least squares, data fitting – global optimization, |
generic, including nonlinearly constrained, |
multi-start | e05usc |
Mixed integer linear programming (MILP), |
dense, |
branch and bound method | h02bbc |
large-scale, |
branch and bound method | h02bkc |
Mixed integer nonlinear programming (MINLP), |
dense, |
mixed integer sequential quadratic programming (MISQP) | h02dac |
Operations Research (OR), |
feature selection, |
best subset of given size, |
direct communication | h05abc |
reverse communication | h05aac |
transportation problem | h03abc |
travelling salesman problem, simulated annealing | h03bbc |