Solver-o-matic
"These days, even the most pure and abstract mathematics is in danger to be applied."
- Anonymous
Decision Tree for Nonsmooth Optimization Software
Not a problem. Your first choice should be
Limited Memory
Bundle Method (LMBM) (you need to code difference
approximations by yourself).
LMBM is specifically developed for
large-scale nonsmooth optimization by N. Karmitsa. It works best
for highly nonlinear functions.
The Fortran 77 source code and the
mex-driver (for MatLab users) are available.
Not satisfied?
