johnmyleswhite/Optim.jl — pull request #3 by timholy (2012-12-15 21:34:28+00:00)
Title: Add cgdescent and fminbox algorithms, plus checks

I've created a new "unify" branch, and added the two most important algorithms (and actually, perhaps the most important algorithm is the line search algorithm, but it's not really standalone).

I also added my "derivative_numer". I have no idea whether this is more or less useful than your derivative functions, but my checks were written in terms of it, and it does have a couple of tricks that I don't see in yours (see a link in the code comments for more detail).

I figured I'd leave the actual unification primarily in your hands, since it's your package, but if there's a way you want me to help I'm glad to do so.