Univariate function using function and possibly first derivative values

Multivariate function using quasi-Newton method

Nonlinear least squares using Levenberg-Marquardt algorithm

Minimizes the Euclidean scalar product <c,x> on Rn, for fixed c, linear constraints bl ≤ Ax ≤ bu, and bounds xl ≤ x ≤ xu

Dense linear programming

Quadratic programming

Using successive quadratic programming method

Finds the minimum point of a nonsmooth function of a single variable using the golden section search method.

Minimizes a general objective function subject to linear equality/inequality constraints.

Solves a general nonlinear programming problem using a sequential equality constrained quadratic programming method.