NLopt is a library for nonlinear local and global optimization, for functions with and without gradient information. It is designed as as simple, unified interface and packaging of several free/open-source nonlinear optimization libraries.

The latest release and a complete manual may be found at the NLopt home page: http://ab-initio.mit.edu/nlopt

It is compiled and installed with CMake build system:

cmake .
sudo make install

See CMakeLists.txt file for cmake options. To build the latest development sources:

git clone git://github.com/stevengj/nlopt
cd nlopt
cmake .
make

(To build from git, you will need SWIG.)

Once it is installed, #include <nlopt.h> in your C/C++ programs and link it with -lnlopt -lm. You may need to use the C++ compiler to link in order to include the C++ libraries (which are used internally by NLopt, even though it has a C API).

The minimization function, nlopt_minimize, is described in the man page (api/nlopt_minimize.3, which is installed by make install. See also the manual on our web page.

There are also interfaces for Fortran, Python, Matlab, Octave, OCaml, GNU Guile, GNU R, Lua, and Julia. Interfaces for other languages may be added in the future.