sci
NLopt is a 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, 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).