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Optizelle [op-tuh-zel]

Optizelle [op-tuh-zel] is an open source software library designed to
solve general purpose nonlinear optimization problems.

http://www.optimojoe.com/products/optizelle

Optizelle features
– State of the art algorithms
– Unconstrained — steepest descent, preconditioned
nonlinear-CG, BFGS, Newton-CG, SR1, trust-region Newton
(truncated-CG and truncated-MINRES), Barzilai-Borwein
two-point approximation
– Equality constrained — inexact composite-step SQP
– Inequality constrained — primal-dual interior point method
for cone constraints (linear, second-order cone, and
semidefinite), log-barrier method for cone constraints
– Constrained — any combination of the above

– Open source
– Released under the 2-Clause BSD License
– Free and ready to use with both open and closed sourced codes

– Multilanguage support
– Interfaces to C++, MATLAB/Octave, and Python

– Robust computations and repeatability
– Can stop, archive, and restart the computation from any
optimization iteration

– User-defined parallelism
– Fully compatible with OpenMP, MPI, or GPUs

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