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 the standard GNU autoconf/automake commands:
./configure
make
make install
See ./configure --help or the INSTALL file for other options. To
build the latest development sources:
git clone git://github.com/stevengj/nlopt
cd nlopt
sh autogen.sh
make
(To build from git, you will need GNU autoconf, automake, and libtool installed, along with SWIG and Unix tools such as m4, perl, and sed.)
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.