NLopt

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NLopt

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

  • Callable from C, C++, Fortran, w:GNU Octave, and Matlab.
  • A common interface for many different algorithms—try a different algorithm just by changing one parameter.
  • Both global and local optimization algorithms.
  • Both derivative-free and gradient-based optimization algorithms.
  • Algorithms for unconstrained optimization, bound-constrained optimization, and general nonlinear inequality constraints.
  • Free/open-source software under the GNU LGPL (and looser licenses for some portions of NLopt).

Download and installation

Version 1.0 of NLopt is currently available from our web site:

See the NLopt release notes for the release history. NLopt is designed to be installed on any Unix-like system (GNU/Linux is fine) with a C compiler, using the standard 

./configure && make && su -c 'make install'

procedure. See the NLopt installation instructions for more information.

Documentation and Mailing Lists

Acknowledgements

We are grateful to the many authors who have published useful optimization algorithms implemented in NLopt, especially those who have provided free/open-source implementations of their algorithms.

Please cite these authors if you use their code or the implementation of their algorithm in NLopt. See the documentation for the appropriate citation for each of the algorithms in NLopt; in addition, we would appreciate it if you cited the authors of NLopt: S. G. Johnson, The NLopt nonlinear-optimization package, http://ab-initio.mit.edu/nlopt.

Contact and Feedback

If you have questions or problems regarding NLopt, you are encouraged query the nlopt-discuss mailing list (see above).

Alternatively, you may directly contact Steven G. Johnson at stevenj@alum.mit.edu.—Steven G. Johnson 18:13, 1 September 2008 (EDT)

Retrieved from "http://jdj.mit.edu/wiki/index.php/NLopt"
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