Full description
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 variety of languages (C, C++, Fortran, Python, Octave)
* 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.