mathematical optimization library (C++)
C++ FORTRAN C Shell
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doc
newuoa
.gitignore
Makefile
README
changelog
condor-wrap.h
convert-condor.h
convert-gsl.h
example.cc
gsl-nelder-mead-wrap.h
hook-jeevs.h
line_search.h
lopti.h
newuoa-wrap.h
note
object_function.h
steepest_descent.h
t-generic.cc
t-line_search.cc
t-lopti.cc
t-newuoa.cc

README

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