Michael L. Overton
Software linked from this page is based upon work supported by the National Science Foundation (NSF).
Any opinions, findings and conclusions or recommendations expressed in this material are those
of the author and his coauthors and do not necessarily reflect the views of NSF.
GRANSO: GRadient-based Algorithm for Non-Smooth Optimization
(for nonsmooth, nonconvex optimization subject to nonsmooth, nonconvex constraints, based
on a BFGS-SQP method) This code, written by former Ph.D. student Tim Mitchell,
extends, improves upon and largely replaces HANSO.
HANSO: Hybrid Algorithm for Non-Smooth Optimization
(for general unconstrained minimization: convex or nonconvex, smooth or nonsmooth, including
BFGS, limited memory BFGS and gradient sampling methods, based on weak Wolfe line search)
NLCG: Nonlinear Conjugate Gradient
(for smooth unconstrained minimization, with multiple variants of nonlinear CG, most notably
Polak-Ribere constrained by Fletcher-Reeves, based on strong Wolfe line search)
AFFPOLYMIN: Root Optimization for a Polynomial Family with an Affine Constraint
(global minimization of the root abscissa or the root radius of a monic polynomial family with
a single affine constraint on its coefficients)
- SDPpack: a package for Semidefinite Programming