Summary of Tao Solvers#

Unconstrained#

Algorithm

Associated Type

Objective

Gradient

Hessian

Constraints

Jacobian

Nelder-Mead

TAONM

X

Conjugate Gradient

TAOCG

X

X

Limited Memory Variable Metric (quasi-Newton)

TAOLMVM

X

X

Orthant-wise Limited Memory (quasi-Newton)

TAOOWLQN

X

X

Bundle Method for Regularized Risk Minimization

TAOBMRM

X

X

Newton Line Search

TAONLS

X

X

X

Newton Trust Region

TAONTR

X

X

X


Bound Constrained#

Algorithm

Associated Type

Objective

Gradient

Hessian

Constraints

Jacobian

Constraint Type

Bounded Conjugate Gradient

TAOBNCG

X

X

Box constraints

Bounded Limited Memory Variable Metric (Quasi-Newton)

TAOBLMVM

X

X

Box constraints

Bounded Quasi-Newton Line Search

TAOBQNLS

X

X

Box constraints

Bounded Newton Line Search

TAOBNLS

X

X

Box constraints

Bounded Newton Trust-Region

TAOBNTR

X

X

Box constraints

Gradient Projection Conjugate Gradient

TAOGPCG

X

X

Box constraints

Bounded Quadratic Interior Point

TAOBQPIP

X

X

Box constraints

Tron

TAOTRON

X

X

X

Box constraints


Complementarity#

Algorithm

Associated Type

Objective

Gradient

Hessian

Constraints

Jacobian

Constraint Type

Active-Set Feasible Line Search

TAOASFLS

X

X

Complementarity

Active-Set Infeasible Line Search

TAOASILS

X

X

Complementarity

Semismooth Feasible Line Search

TAOSSFLS

X

X

Complementarity

Semismooth Infeasible Line Searchx

TAOSSILS

X

X

Complementarity


Nonlinear Least Squares#

Algorithm

Associated Type

Objective

Gradient

Hessian

Constraints

Jacobian

Constraint Type

POUNDERS

TAOPOUNDERS

X

Box Constraints


PDE-Constrained#

Algorithm

Associated Type

Objective

Gradient

Hessian

Constraints

Jacobian

Constraint Type

Linearly Constrained Lagrangian

TAOLCL

X

X

X

X

X

PDE Constraints


Constrained#

Algorithm

Associated Type

Objective

Gradient

Hessian

Constraints

Jacobian

Constraint Type

Interior Point Method

TAOIPM

X

X

X

X

X

General Constraints

Barrier-Based Primal-Dual Interior Point

TAOPDIPM

X

X

X

X

X

General Constraints