Nlopt

Nonlinear optimization library

NLopt is a free/open-source library for nonlinear optimization, providing a common interface for a number of different free optimization outines available online as well as original implementations of various other algorithms. Its features include

• Callable from C, C++, Fortran, Matlab or GNU Octave, Python, GNU Guile, Julia, GNU R, Lua, and OCaml.
• A common interface for many different algorithms – try a different algorithm just by changing one parameter.
• Support for large-scale optimization some algorithms scalable to millions of parameters and thousands of constraints.
• Both global and local optimization algorithms.
• Algorithms using function values only derivative-free and also algorithms exploiting user-supplied gradients.
• Algorithms for unconstrained optimization, bound-constrained optimization, and general nonlinear inequality/equality constraints.

WWW http//ab-initio.mit.edu/wiki/index.php/NLopt