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. - Free/open-source software under the GNU LGPL (and looser licenses for some portions of NLopt).