NLoptNonlinear optimization library | |
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NLopt Ranking & Summary
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- License:
- LGPL
- Price:
- FREE
- Publisher Name:
- Steven G. Johnson
- Publisher web site:
- http://ab-initio.mit.edu/wiki/index.php/H5utils
NLopt Tags
NLopt Description
Nonlinear optimization library 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: · 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.
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