Name | License | Description |
---|---|---|
ADMB | BSD | a nonlinear optimization framework, using automatic differentiation. |
ASCEND | GPL | a mathematical modelling chemical process modelling system. |
CUTEr | GPL | a testing environment for optimization and linear algebrasolvers. |
GNU Octave | GPL | a software package featuring a high-level programming language, primarily intended for numerical computations; well recognized free alternative to MATLAB. |
Scilab | CeCILL | a cross-platform numerical computational package and a high-level, numerically oriented programming language with free numerical optimization framework. |
Name | License | Description |
---|---|---|
ALGLIB | GPL | dual licensed (GPL/commercial) nonlinear optimization library (unconstrained, box, linearly, nonlinearly-constrained, nonlinear and QP problems), optionally using automatic differentiation. Cross-language: C++, C#. |
COIN-OR | EPL 1.0 | integer programming, linear programming, nonlinear programming |
Dlib | Boost Software License | Unconstrained/box-constrained nonlinear/QP optimization library written in C++. |
GEKKO | MIT License | machine learning and optimization of mixed-integer and differential algebraic equations in Python. |
GLPK | GPL | GNU Linear Programming Kit, C API. |
IPOPT | CPL | a large scale nonlinear optimizer for continuous systems (requires gradient), C++ (formerly Fortran and C). |
MIDACO | Dual (Commercial, BY-NC-ND) | a lightweight software tool for single- and multi-objective optimization based on evolutionary computing. Written in C/C++ and Fortran with gateways to Excel, VBA, Java, Python, Matlab, Octave, R, C# and Julia. |
MINUIT (now MINUIT2) | LGPL | an unconstrained optimizer internally developed at CERN. |
OpenMDAO | Apache License | a Multidisciplinary Design, Analysis, and Optimization (MDAO) framework, written in Python. The development is led out of the NASA Glenn Research Center, with support from the NASA Langley Research Center. |
OptaPlanner | Apache License | a Java constraint solver with construction heuristics and metaheuristics. Integrates with Spring Boot and Quarkus. Runs on Kotlin and Scala too. |
PDFO | LGPL | M. J. D. Powell's solvers for general nonlinear optimization with or without constraints using only function values but not derivatives: NEWUOA and UOBYQA – unconstrained optimization; BOBYQA – box-constrained optimization; LINCOA – DFO, linearly constrained optimization; COBYLA – nonlinearly constrained optimization. Implemented in Fortran 77, with MATLAB and Python interfaces.[1][2] |
SciPy | BSD | a general numeric package for Python, with some support for optimization. |