Included below is a list of algorithms, organized by optimization problem type, that have a linked page with additional information. For an alphabetical listing of algorithms, see Algorithms.

Unconstrained Optimization

• Line Search Methods
• Trust-Region Methods
• Truncated Newton Methods
• Difference Approximations
• Quasi-Newton Methods
• Nonlinear Conjugate Gradient Method
• Nonlinear Simplex Method

Related Problems

• Nonlinear Least-Squares Problems
  • The Gauss Newton Method
  • The Levenberg-Marquardt Method
  • Hybrid Methods
  • Large-Scale Methods
  • Nonlinear Least-Squares Problems with Constraints
• Nonlinear Equations
• Trust-Region and Line Search Methods
• Broyden's Method
• Tensor Methods
• Homotopy Methods

Constrained Optimization

• Bound Constrained Optimization
  • Newton Methods
  • Gradient Projection Methods
• Linear Programming
  • Simplex Method
  • Interior Point Methods
• Quadratic Programming
  • Algorithms for Quadratic Programming
• Nonlinear Programming
  • Augmented Lagrangian Methods
  • Reduced Gradient Methods
  • Sequential Quadratic Programming
  • Feasible Sequential Quadratic Programming
• Semi-infinite Programming
  • Central Cutting Plane Methods
  • Discretization Methods
  • KKT Reduction Methods
  • SQP Reduction Methods