Software

1. VRBBO: Vienna Randomized Black Box Optimization (unconstrained)

   Recommendations: small to large scale problems, small to medium noise, no exact gradient, unconstrained

2. LMBOPT: Limited Memory Optimization

   Recommendations: small to large scale problems, exact gradient, expensive gradient evaluations, bound-constrained

3. VRDFON: Vienna Randomized Noisy Derivative-Free Optimization

   Recommendations: small to large scale problems, small to medium noise, no exact gradient, unconstrained

4. SSDFO: Subspace Derivative-Free Optimization

   Recommendations: small to large scale problems, no exact gradient, noiseless (only rounding errors)

5. IMATRS: Matrix Adaptation Trust Region Derivative-Free Optimization

   Recommendations: small to medium scale problems, no exact gradient, integer bound-constrained, small to large noise

6. MATRS: Matrix Adaptation Trust Region Derivative-Free Optimization

   Recommendations: small to medium scale problems, no exact gradient, mixed-integer, bound-constrained, small to large noise

7. MADFO: Matrix Adaptation Derivative-Free Optimization

   Recommendations: small to medium scale problems, no exact gradient, mixed-integer, bound-constrained, large noise

8. LMLS: Limited Memory Least Squares

   Recommendations: small to large scale problems, no exact Jacobian, unconstrained

9. GSCG: Generalized Shrinkage Conjugate Gradient

   Recommendations: small to large scale problems, noisy ℓ₁ minimization, unconstrained