NLopt is a free and 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.

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

./configure && make && sudo make install

Here are some key features of "NLopt":

· 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.
· Support for large-scale optimization (several algorithms scalable to millions of parameters and thousands of constraints).
· Both global and local optimization algorithms.
· Algorithms using function values only (derivative-free) and algorithms exploiting user-supplied gradients.
· 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).

What's New in This Release: [ read full changelog ]

· Added Powell's BOBYQA algorithm for box-constrained optimization without derivatives, an improvement on NEWUOA.
· Added ISRES evolutionary algorithm, supporting nonlinearly constrained global optimization.
· New functions nlopt_{set/get}_stochastic_population to provide optional greater control over the random "population" sizes in stochastic algorithms (although it still has a sensible default).
· Bug fix: remove extraneous text accidentally included in nlopt.f Fortran include file.
· Bug fix: configure script now correctly handles Matlab installation when MEX_INSTALL_DIR is specified manually by the user.