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I need to test some Unconstrained optimization algorithms on the Rosenbrock's banana function so that I can compare the performances of those algorithms.

Now, I have several resources in my hand,

(a) MATLAB's OptimizationToolbox's documentation.

This page talks about some techniques to perform optimization on rosenbrock's function namely,

  1. Optimization Without Derivatives
  2. Optimization with Estimated Derivatives
  3. Optimization with Steepest Descent
  4. Optimization with Analytic Gradient
  5. Optimization with Analytic Hessian
  6. Optimization with a Least Squares Solver
  7. Optimization with a Least Squares Solver and Jacobian

(b) Wolfram Demonstration Project.

In this page, they have names of six different methods

  1. Conjugate Gradient
  2. Levenberg-Marquardt
  3. Newton
  4. Quasi-Newton
  5. Principal Axis
  6. Interior Point

(c) Wolfram Mathematica ® Tutorial Collection UNCONSTRAINED OPTIMIZATION!

Its TOC page has the following names,

Methods for Local Minimization

  1. Newton's Method
  2. Quasi-Newton Methods
  3. Gauss-Newton Methods
  4. Nonlinear Conjugate Gradient Methods
  5. Principal Axis Method

Methods for Solving Nonlinear Equations

  1. Newton’s Method
  2. The Secant Method
  3. Brent’s Method

Step Control

  1. Line Search Methods
  2. Trust Region Methods

Now, I have become crazy reading millions of those names.

Which one are the names of Unconstrained algorithms here?

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  • $\begingroup$ All of them can be unconstrained if you don't specify any constraints $\endgroup$ – polfosol Dec 24 '16 at 7:01

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