Unconstrained Minimization
IMSL_FMIN: (Univariate Function) Using function and possibly first derivative values.
IMSL_FMINV: (Multivariate Function) Using quasi-Newton method.
IMSL_NLINLSQ: (Nonlinear Least Squares) Using Levenberg-Marquardt algorithm.
Linearly Constrained Minimization
IMSL_LINPROG: Dense linear programming.
IMSL_QUADPROG: Quadratic programming.
Nonlinearly Constrained Minimization
IMSL_CONSTRAINED_NLP: Using a sequential equality constrained quadratic programming method.
IMSL_MINCONGEN: Minimize a general objective function.