NLopt

From AbInitio

NLopt is a free/open-source nonlinear optimization library that we have been using internally, and plan to release by the end of 2008. It provides a common interface for a large number of different optimization algorithms, both by other authors (where available as free software) and original implementations by us, and is designed to make it easy to switch between different algorithms to see which ones work best for your problem. It includes both local and global optimization algorithms, for functions either with or without derivatives supplied, and supports unconstrained, box-constrained, and nonlinear-inequality constrained problems.

—Steven G. Johnson 18:13, 1 September 2008 (EDT)