A Python environment for large-scale optimization.
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Latest commit 2c76a5f Feb 13, 2017



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NLP.py is a Python package for modeling and solving continuous optimization problems.


Optional dependencies

Sparse matrix storage

One of:

Only certain numerical methods and functionalities are available without sparse matrix support.

Derivatives computation

At least one of the following, depending on requirements:

Without one of the above dependencies, at least the first derivatives must be coded by hand. Second derivatives may be approximated used a quasi-Newton scheme.


One or more of the following, depending on requirements:

Only matrix-free methods are available without one of the above factorizations.


  1. Clone this repo:

    git clone https://github.com/PythonOptimizers/NLP.py
  2. Optional: Install optional dependencies. OSX users, see Readme.osx.

  3. Optional: if you would like ASL support, copy site.template.cfg to site.cfg and modify site.cfg to match your configuration::

    cp site.template.cfg site.cfg
  4. Install:

    python setup.py build
    python setup.py install [--prefix=...]