1. 最速梯度下降
http://en.wikipedia.org/wiki/Gradient_descent
2. 共轭梯度下降
http://en.wikipedia.org/wiki/Conjugate_gradient_method
含有详细推导:http://class.htu.cn/nla/
3. 随机梯度下降
http://en.wikipedia.org/wiki/Stochastic_gradient_descent
4. 拟牛顿法
BFGS: http://en.wikipedia.org/wiki/BFGS_method
L-BFGS: http://en.wikipedia.org/wiki/L-BFGS
L_BFGS的C语言实现:http://www.chokkan.org/software/liblbfgs/