Free and Open Source software
| Name | License | Brief info |
|---|---|---|
| ADMB | BSD | nonlinear optimization framework, using automatic differentiation |
| ALGENCAN | GPL | Fortran code for general nonlinear programming. Interfaces with AMPL, C/C++, CUTEr, Matlab, Python, Octave and R. |
| APMonitor | BSD | MATLAB Toolbox and Python APIs to Mixed Integer Nonlinear Programming Solvers |
| ASCEND | GPL | mathematical modelling system |
| BOBYQA | An algorithm that seeks the least value of a nonlinear function subject to bound constraints, without using derivatives of the objective function. ByMichael J. D. Powell. Source code is freely available online. | |
| COBYLA | An algorithm that seeks the least value of a nonlinear function subject to nonlinear inequality constraints, without using derivatives of the objective function or the constraints. By Michael J. D. Powell. Source code is freely available online. | |
| CONDOR | GPL | Non-linear Continuous Objective Function for small dimension (n<20) with linear and non-linear constraints. Only the value of the objective function is used. Stand-Alone C++ code. |
| COIN-OR SYMPHONY | GPL | integer programming |
| CUTEr | GPL | testing environment for optimization and linear algebra solvers |
| dlib | Boost | A stand-alone C++ library with a variety of linear and non-linear solvers for small and large scale problems |
| GLPK | GPL | GNU Linear Programming Kit |
| IPOPT | CPL | large scale nonlinear optimization for continuous system (requires gradient) |
| JOptimizer | Apache License | Java library for convex optimization |
| L-BFGS | BSD | limited-memory quasi-Newton method optimization; for large scale optimization |
| Liger | LGPL | Liger is an open source integrated optimization environment for single and multi-objective nonconvex problems |
| LINCOA | An algorithm that seeks the least value of a nonlinear function subject to linear inequality constraints, without using derivatives of the objective function. By Michael J. D. Powell. Source code is freely available online. | |
| MIDACO | BY-NC-ND | Global optimization software, Limited Version, MINLP (Matlab, Octave, Python, C/C++ and Fortran) |
| MINUIT/MINUIT2 | (L)GPL | multivariate function minimizer for real-valued functions with analytic or numerical gradients |
| NEWUOA | An algorithm that solves unconstrained optimization problems without using derivatives. By Michael J. D. Powell. Source code is freely availableonline. | |
| NLopt | LGPL,MIT | many algos, many language bindings, global and local optimizers, derivative-free and gradient-driven |
| NOMAD | LGPL | generic black-box (no gradients required) optimization package |
| OpenOpt | BSD | free numerical optimization framework in Python language for solving NLP, LP, MIP, QP, etc with automatic differentiation features. |
| OptaPlanner | ASL | OptaPlanner is a lightweight, embeddable planning engine written in Java™. It helps normal Java™ programmers solve constraint satisfaction problems efficiently. Under the hood, it combines optimization heuristics and metaheuristics with very efficient score calculation. |
| PPL | GPLv3 | integer programming problems, polyhedra |
| Scilab | CeCILL | cross-platform numerical computational package and a high-level, numerically oriented programming language with free numerical optimization framework. |
| TAO | BSD |
large-scale optimization, focus on parallel algos. |
Proprietary software
- AIMMS — optimization modeling system, including GUI building facilities
- AMPL — modelling language for large-scale linear, mixed integer and nonlinear optimization
- APMonitor — for large-scale, nonlinear, differential and algebraic optimization
- ASTOS — AeroSpace Trajectory Optimization Software for launcher, re-entry and generic aerospace problems
- BARON — for global optimization of algebraic nonlinear and mixed-integer nonlinear problems
- CPLEX — integer, linear and quadratic programming
- FortMP — integer, linear and quadratic programming
- FortSP — stochastic programming
- General Algebraic Modeling System
- Gurobi — integer, linear and quadratic programming
- HillStormer — Nelder–Mead nonlinear optimization with linear constraints
- HEEDS MDO — multidisciplinary design optimization using SHERPA, a hybrid, adaptive optimization algorithm.
- IMSL Numerical Libraries Linear, quadratic, nonlinear, and sparse QP and LP optimization algorithms implemented in standard programming languages C, Java, C# .NET, Fortran, and Python.
- IOSO — (Indirect Optimization on the basis of Self-Organization) is a multiobjective, multidimensional nonlinear optimization technology
- Kimeme — an open platform for multi-objective optimization and multidisciplinary design optimization
- Lingo — Linear, integer, nonlinear and stochastic programming. Global optimization
- LIONsolver — an integrated software for data mining, modeling, Learning and Intelligent OptimizatioN and reactive business intelligence
- modeFRONTIER — multidisciplinary design optimization, for computer-aided engineering
- Maple (software) — Linear, quadratic, and nonlinear, continuous and integer optimization. Constrained and unconstrained. Global optimization with add-on toolbox.
- MATLAB — Linear, quadratic, and nonlinear problems with Optimization Toolbox; multiple maxima, multiple minima, and non-smooth optimization problems; estimation and optimization of model parameters.
- Mathematica — large-scale multivariate constrained and unconstrained, linear and nonlinear, continuous and integer optimization.
- MIDACO Global optimization software based on evolutionary computing, MINLP (Matlab, Octave, Python, C/C++ and Fortran)
- MOSEK — linear, quadratic, conic and convex nonlinear, continuous and integer optimization.
- NAG — Linear, quadratic, nonlinear, sums of squares of linear or nonlinear functions; linear, sparse linear, nonlinear, bounded or no constraints; local and global optimization; continuous or integer problems.
- Nexus — multidisciplinary optimization and design process integration
- NMath — linear, quadratic and nonlinear programming
- IOSO — multidisciplinary design optimization, for computer-aided engineering
- OptimJ — Java based modeling language. Premium Edition includes support for Gurobi, Mosek and CPLEX solvers
- Optimus platform — a process integration and design optimization platform developed by Noesis Solutions
- OptiY - a design environment providing modern optimization strategies and state of the art probabilistic algorithms for uncertainty, reliability, robustness, sensitivity analysis, data-mining and meta-modeling.
- OptiStruct — Award-winning CAE technology for conceptual design synthesis and structural optimization.
- PHX ModelCenter — a graphical environment for automation, integration, and design optimization.
- PottersWheel — Parameter estimation in ordinary differential equations (Matlab toolbox, free for academic use).
- SmartDO — multidisciplinary global design optimization, specialized in computer-aided engineering (CAE). using the direct global search approaches.
- SNOPT — large-scale optimization problems.
- Unscrambler Optimizer product formulation and process optimization software
- TOMLAB — TOMLAB supports global optimization, integer programming, all types of least squares, linear, quadratic and unconstrained programming for MATLAB. TOMLAB supports solvers like Gurobi, CPLEX, SNOPT and KNITRO.
- VisSim — a visual block diagram language for simulation and optimization of dynamical systems.
- WORHP — a large-scale sparse solver for continuous nonlinear optimization.
Freeware
- AIMMS — free for academic use.
- AMPL — free student license.
- APMonitor — free for academic or commercial use with interfaces to Python and MATLAB.
- ASTOS — free for academic use.
- Galahad library — free for academic use.
- LIONsolver — free license for academic use.
- MIDACO Global optimization software based on evolutionary computing, MINLP (Matlab, Octave, Python, C/C++ and Fortran)
- MINTO — integer programming solver using branch and bound algorithm. Freeware for personal use.
- OptimJ — Java based modeling language. Free Edition includes support for lp_solve, GLPK and LP or MPS file formats
- PottersWheel — Parameter estimation in ordinary differential equations (Free Matlab toolbox for academic use).
- SCIP — Free only for research purpose as a member of a non-commercial and academic institution.
- WORHP — free of charge for academic use.
HLBFGS算法建议使用微软刘洋老师的code
详见：http://research.microsoft.com/en-us/um/people/yangliu/software/hlbfgs/