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mathematical optimization library (C++)
C++ FORTRAN C Shell
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LOPTI is open source C++ optimization library. There are three major parts. 1st and main part is solver-driver which either wraps external solver or uses LOPTI native solvers and presents to library user consistent and simple optimization API. 2nd part is collection of solvers. Currently LOPTI have 4 solvers: 'NEWUOA', 'CONDOR', 'Nelder Mead' (simplex) and 'Hook-Jeevs'. All current solvers are derivative free and have open source (GPL or BSD like licences). Some of them (Condor) are unchanged and treated as black-box. Some of them (NEWUOA - fortran source) went through heavy modification to interface with LOPTI. And other (Hook-Jeevs) were completely rewritten into LOPTI native solver. 3rd part is collection of object function and object function modifiers.· See also lopti/doc/lopti.html (or unprocessed text version: doc/lopti). If there is no lopti/doc/lopti.html, you can generate it: # install asciidoc, if not installed cd lopti/doc/ make lopti.html