May 26, 2018

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.

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