OPT++

OPT++: An object-oriented class library for nonlinear optimization. OPT++ is a library of nonlinear optimization algorithms written in C++. The motivation for this package is to build an environment for the rapid prototyping and development of new optimization algorithms. In particular, the focus is on robust and efficient algorithms for problems in which the function and constraint evaluations require the execution of an expensive computer simulation. Currently, OPT++ includes the classic Newton methods, a nonlinear interior-point method, parallel direct search, generating set search, a trust region - parallel direct search hybrid, and a wrapper to NPSOL. Between these methods, a wide range of problems can be solved, e.g. with or without constraints, with or without analytic gradients, simulation based, etc. (Source: http://plato.asu.edu)


References in zbMATH (referenced in 12 articles )

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  1. Chiu, Edmond Kwan-Yu; Wang, Qiqi; Hu, Rui; Jameson, Antony: A conservative mesh-free scheme and generalized framework for conservation laws (2012)
  2. Magierski, Piotr; Wlazłowski, Gabriel: LINPRO: linear inverse problem library for data contaminated by statistical noise (2012)
  3. Lunacek, Monte; Nag, Ambarish; Alber, David M.; Gruchalla, Kenny; Chang, Christopher H.; Graf, Peter A.: Simulation, characterization, and optimization of metabolic models with the high performance systems biology toolkit (2011)
  4. Kerrache, Said; Nakauchi, Yasushi: Optrans: a parallel software library for optimal transport (2010)
  5. Madetoja, Elina; Tarvainen, Pasi: Object-oriented design of process line simulation and optimization -- a case study in papermaking (2010)
  6. Gondzio, Jacek; Grothey, Andreas: Exploiting structure in parallel implementation of interior point methods for optimization (2009)
  7. Gondzio, Jacek; Grothey, Andreas: Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (2007)
  8. Shehu, Amarda; Clementi, Cecilia; Kavraki, Lydia E.: Sampling conformation space to model equilibrium fluctuations in proteins (2007)
  9. Drummond, L. A.; Marques, O. A.: An overview of the Advanced CompuTational Software (ACTS) collection. (2005)
  10. Fowler, Kathleen R.; Kelley, Carl T.; Miller, Cass T.; Kees, Christopher E.; Darwin, Robert W.; Reese, Jill P.; Farthing, Matthew W.; Reed, Mark S.C.: Solution of a well-field design problem with implicit filtering (2004)
  11. Benson, Steven J.; McInnes, Lois Curfman; Moré, Jorge J.: A case study in the performance and scalability of optimization algorithms (2001)
  12. Gockenbach, Mark S.; Petro, Matthew J.; Symes, William W.: C++ classes for linking optimization with complex simulations (1999)