Part 2 of that FAQ (which regrettably seems not to be in the Google cache) links to another piece by Warren Sarle, which I consider to be the best description anywhere of a wide variety of optimization methods (some but not all specific to neural networks): <a href="http://www.creative.net.au/mirrors/neural/kangaroos" rel="nofollow">http://www.creative.net.au/mirrors/neural/kangaroos</a> .