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mathematical optimization library (C++) https://volnitsky.com/project/lopti

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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

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	.old
	doc
	newuoa
	.gitignore
	Makefile
	README
	changelog
	condor-wrap.h
	convert-condor.h
	convert-gsl.h
	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

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README