main minimization algorithm. Supported values are:
gn-direct ‐ Dividing Rectangles
gn-direct-l ‐ Dividing Rectangles (locally
biased)
gn-direct-l-rand ‐ Dividing Rectangles
(locally biased, randomized)
gn-direct-noscal ‐ Dividing Rectangles
(unscaled)
gn-direct-l-noscal ‐ Dividing Rectangles
(unscaled, locally biased)
gn-direct-l-rand-noscale ‐ Dividing
Rectangles (unscaled, locally biased, randomized)
gn-orig-direct ‐ Dividing Rectangles
(original implementation)
gn-orig-direct-l ‐ Dividing Rectangles
(original implementation, locally biased)
ld-lbfgs-nocedal ‐ None
ld-lbfgs ‐ Low-storage BFGS
ln-praxis ‐ Gradient-free Local
Optimization via the Principal-Axis Method
ld-var1 ‐ Shifted Limited-Memory
Variable-Metric, Rank 1
ld-var2 ‐ Shifted Limited-Memory
Variable-Metric, Rank 2
ld-tnewton ‐ Truncated Newton
ld-tnewton-restart ‐ Truncated Newton with
steepest-descent restarting
ld-tnewton-precond ‐ Preconditioned
Truncated Newton
ld-tnewton-precond-restart ‐ Preconditioned
Truncated Newton with steepest-descent restarting
gn-crs2-lm ‐ Controlled Random Search with
Local Mutation
ld-mma ‐ Method of Moving Asymptotes
ln-cobyla ‐ Constrained Optimization BY
Linear Approximation
ln-newuoa ‐ Derivative-free Unconstrained
Optimization by Iteratively Constructed Quadratic Approximation
ln-newuoa-bound ‐ Derivative-free
Bound-constrained Optimization by Iteratively Constructed Quadratic
Approximation
ln-neldermead ‐ Nelder-Mead simplex
algorithm
ln-sbplx ‐ Subplex variant of
Nelder-Mead
ln-bobyqa ‐ Derivative-free
Bound-constrained Optimization
gn-isres ‐ Improved Stochastic Ranking
Evolution Strategy
auglag ‐ Augmented Lagrangian
algorithm
auglag-eq ‐ Augmented Lagrangian algorithm
with equality constraints only
g-mlsl ‐ Multi-Level Single-Linkage
(require local optimization and bounds)
g-mlsl-lds ‐ Multi-Level Single-Linkage
(low-discrepancy-sequence, require local gradient based optimization and
bounds)
ld-slsqp ‐ Sequential Least-Squares
Quadratic Programming