NLopt is a free/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. Its features include: Callable from C, C++, Fortran, Matlab or GNU Octave, Python, GNU Guile, Julia, GNU R, Lua, and OCaml. A common interface for many different algorithms—try a different algorithm just by changing one parameter. Support for large-scale optimization (some algorithms scalable to millions of parameters and thousands of constraints). Both global and local optimization algorithms. Algorithms using function values only (derivative-free) and also algorithms exploiting user-supplied gradients. Algorithms for unconstrained optimization, bound-constrained optimization, and general nonlinear inequality/equality constraints. Free/open-source software under the GNU LGPL (and looser licenses for some portions of NLopt). See the NLopt Introduction for a further overview of the types of problems it addresses.

References in zbMATH (referenced in 37 articles )

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  1. Zheltkova, Valeriya V.; Zheltkov, Dmitry A.; Grossman, Zvi; Bocharov, Gennady A.; Tyrtyshnikov, Eugene E.: Tensor based approach to the numerical treatment of the parameter estimation problems in mathematical immunology (2018)
  2. Anqi Fu, Balasubramanian Narasimhan, Stephen Boyd: CVXR: An R Package for Disciplined Convex Optimization (2017) arXiv
  3. Bongartz, Dominik; Mitsos, Alexander: Deterministic global optimization of process flowsheets in a reduced space using McCormick relaxations (2017)
  4. Boukouvala, Fani; Faruque Hasan, M.M.; Floudas, Christodoulos A.: Global optimization of general constrained grey-box models: new method and its application to constrained PDEs for pressure swing adsorption (2017)
  5. Boukouvala, Fani; Floudas, Christodoulos A.: ARGONAUT: algorithms for global optimization of constrained grey-box computational problems (2017)
  6. Hao, Xuemiao; Liang, Chunli; Wei, Linghua: Evaluation of credit value adjustment in K-forward (2017)
  7. Jouni Helske, Satu Helske: Mixture Hidden Markov Models for Sequence Data: The seqHMM Package in R (2017) arXiv
  8. Meng, F.; Banks, J.W.; Henshaw, W.D.; Schwendeman, D.W.: A stable and accurate partitioned algorithm for conjugate heat transfer (2017)
  9. Regis, Rommel G.; Wild, Stefan M.: CONORBIT: constrained optimization by radial basis function interpolation in trust regions (2017)
  10. Aaron King; Dao Nguyen; Edward Ionides: Statistical Inference for Partially Observed Markov Processes via the R Package pomp (2016)
  11. Christoph Bergmeir and Daniel Molina and José Benítez: Memetic Algorithms with Local Search Chains in R: The Rmalschains Package (2016)
  12. Csercsik, Dávid: Competition and cooperation in a bidding model of electrical energy trade (2016)
  13. Csercsik, Dávid: Lying generators: manipulability of centralized payoff mechanisms in electrical energy trade (2016)
  14. Gorodetsky, Alex; Marzouk, Youssef: Mercer kernels and integrated variance experimental design: connections between Gaussian process regression and polynomial approximation (2016)
  15. Hernández-Lobato, José Miguel; Gelbart, Michael A.; Adams, Ryan P.; Hoffman, Matthew W.; Ghahramani, Zoubin: A general framework for constrained Bayesian optimization using information-based search (2016)
  16. Neale, Michael C.; Hunter, Michael D.; Pritikin, Joshua N.; Zahery, Mahsa; Brick, Timothy R.; Kirkpatrick, Robert M.; Estabrook, Ryne; Bates, Timothy C.; Maes, Hermine H.; Boker, Steven M.: OpenMX 2.0: extended structural equation and statistical modeling (2016)
  17. Šíp, Viktor; Beneš, Luděk: CFD optimization of a vegetation barrier (2016)
  18. Vidal-Codina, F.; Nguyen, N.C.; Giles, M.B.; Peraire, J.: An empirical interpolation and model-variance reduction method for computing statistical outputs of parametrized stochastic partial differential equations (2016)
  19. Aaron A. King, Dao Nguyen, Edward L. Ionides: Statistical Inference for Partially Observed Markov Processes via the R Package pomp (2015) arXiv
  20. Bandara, Kosala; Cirak, Fehmi; Of, Günther; Steinbach, Olaf; Zapletal, Jan: Boundary element based multiresolution shape optimisation in electrostatics (2015)

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