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NLopt

swMATH ID: 11789
Software Authors: Johnson, S.G.
Description: NLopt is a free/open-source library for nonlinear optimization, providing a common interface for a number of different free optimization routines available online as well as original implementations of various other algorithms. Its features include: Callable from C, C++, Fortran, Matlab or GNU Octave, Python, GNU Guile, Julia, GNU R, Lua, and OCaml. A common interface for many different algorithms—try a different algorithm just by changing one parameter. Support for large-scale optimization (some algorithms scalable to millions of parameters and thousands of constraints). Both global and local optimization algorithms. Algorithms using function values only (derivative-free) and also algorithms exploiting user-supplied gradients. Algorithms for unconstrained optimization, bound-constrained optimization, and general nonlinear inequality/equality constraints. Free/open-source software under the GNU LGPL (and looser licenses for some portions of NLopt). See the NLopt Introduction for a further overview of the types of problems it addresses.
Homepage: http://ab-initio.mit.edu/wiki/index.php/NLopt
Source Code:  https://github.com/JuliaOpt/NLopt.jl
Related Software: GitHub; R; BOBYQA; TOMP; Ipopt; Julia; L-BFGS; SciPy; NOMAD; MultiMin; EGO; ANTIGONE; nloptr; Rcpp; NEWUOA; DFVLR-SQP; SCIP; Matlab; OPTI; libMC
Cited in: 153 Documents
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Cited by 402 Authors

8 Mitsos, Alexander
6 Najman, Jaromił
5 Bongartz, Dominik
5 Simpson, Matthew J.
4 Cirak, Fehmi
4 Maclaren, Oliver J.
3 Allmaras, Steven R.
3 Bandara, Kosala
3 Boukouvala, Fani
3 Csercsik, Dávid
3 Darmofal, David L.
3 Galbraith, Marshall C.
3 Murphy, Ryan J.
3 Tyrtyshnikov, Evgeniĭ Evgen’evich
3 Wilbrandt, Ulrich
3 Wild, Stefan M.
3 Zheltkov, Dmitry A.
2 Andrade, Marinho Gomes
2 Bemporad, Alberto
2 Benner, Peter
2 Bocharov, Gennady A.
2 Buenzli, Pascal R.
2 Busch, Kurt
2 Carson, Hugh A.
2 Conceição, Katiane S.
2 Davis, Andrew D.
2 Doubova, Anna
2 Feng, Lihong
2 Fernández-Cara, Enrique
2 Floudas, Christodoulos Achilleus
2 Fußeder, Daniela
2 Ji, Ye
2 John, Volker
2 Larson, Jeffrey
2 Li, Suzhou
2 Marzouk, Youssef M.
2 Nguyen, Ngoc Cuong
2 Niegemann, Jens
2 Roustant, Olivier
2 Sass, Susanne
2 Schweidtmann, Artur M.
2 Simeon, Bernd
2 Šmíd, Martin
2 Vidal-Codina, F.
2 Wang, Mengyun
2 Wynn, Henry P.
2 Yu, Yingying
2 Zhang, Yongjin
2 Zhu, Chungang
1 Abdulah, Sameh
1 Abrinia, Karen
1 Adams, Ryan Prescott
1 Adler, Amir
1 Adulyasak, Yossiri
1 Ahlström, Johan
1 Al Ayoubi, Baydaa
1 Alawieh, Hiba
1 Alia, Najib
1 Allenby, Mark C.
1 Amir, Oded
1 Anitescu, Mihai
1 Athron, Peter
1 Auroux, Didier
1 Aziz, Khalid
1 Azzolini, Damiano
1 Bachoc, François
1 Baillien, Jonas
1 Baker, Ruth Elizabeth
1 Balázs, Csaba
1 Balsara, Dinshaw S.
1 Bánhelyi, Balázs
1 Baniassadi, Majid
1 Banks, Jeffrey W.
1 Bardsley, Michael
1 Barrat-Charlaix, Pierre
1 Barton, Philip T.
1 Bartsch, Andreas J.
1 Basler, Philipp
1 Bates, Timothy C.
1 Bect, Julien
1 Beliakov, Gleb
1 Bell, Ian H.
1 Beneš, Luděk
1 Benitez, Rafael
1 Bhosekar, Atharv
1 Bientinesi, Paolo
1 Bion, Ricardo
1 Blank, Laura
1 Blond, Maxence
1 Bloomfield, Victor A.
1 Bogoşel, Beniamin
1 Boker, Steven M.
1 Bolós, Vicente J.
1 Boudaoud, Arezki
1 Bourguignon, Marcelo
1 Boyko, Vyacheslav M.
1 Brick, Timothy R.
1 Brini, Alberto
1 Browning, Alexander P.
1 Brunton, Steven L.
...and 302 more Authors
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Cited in 90 Serials

8 Journal of Computational Physics
8 Journal of Global Optimization
7 Computer Methods in Applied Mechanics and Engineering
4 Computer Physics Communications
4 Computational Geosciences
4 SIAM/ASA Journal on Uncertainty Quantification
3 Journal of Fluid Mechanics
3 SIAM Journal on Scientific Computing
3 Statistical Papers
3 CEJOR. Central European Journal of Operations Research
3 Optimization Letters
3 The Annals of Applied Statistics
3 Mathematical Programming Computation
3 Journal of Theoretical Biology
2 International Journal of Control
2 Bulletin of Mathematical Biology
2 British Journal of Mathematical & Statistical Psychology
2 Journal of Computational and Applied Mathematics
2 Insurance Mathematics & Economics
2 Computational Mechanics
2 Annals of Operations Research
2 Optimization Methods & Software
2 Journal of Statistical Mechanics: Theory and Experiment
2 Engineering Optimization
2 Journal of Agricultural, Biological, and Environmental Statistics
2 Statistics and Computing
1 The American Statistician
1 Computers and Fluids
1 Computers & Mathematics with Applications
1 Discrete Applied Mathematics
1 Inverse Problems
1 Mathematical Biosciences
1 Physica A
1 Psychometrika
1 ACM Transactions on Mathematical Software
1 Annals of the Institute of Statistical Mathematics
1 The Annals of Statistics
1 Applied Mathematics and Optimization
1 Biometrical Journal
1 Biometrics
1 Calcolo
1 International Journal for Numerical Methods in Engineering
1 Journal of Multivariate Analysis
1 Journal of Optimization Theory and Applications
1 Kybernetika
1 Meccanica
1 Metron
1 SIAM Journal on Numerical Analysis
1 Optimization
1 Computers & Operations Research
1 Journal of Economic Dynamics & Control
1 Machine Learning
1 IEEE Transactions on Signal Processing
1 Communications in Statistics. Simulation and Computation
1 Communications in Statistics. Theory and Methods
1 European Journal of Operational Research
1 Journal of Statistical Computation and Simulation
1 Computational Statistics and Data Analysis
1 SIAM Journal on Optimization
1 Computational Optimization and Applications
1 Test
1 Journal of Inverse and Ill-Posed Problems
1 Russian Journal of Numerical Analysis and Mathematical Modelling
1 Statistica Sinica
1 Complexity
1 INFORMS Journal on Computing
1 Journal of Applied Statistics
1 European Journal of Mechanics. A. Solids
1 Interfaces and Free Boundaries
1 Combustion Theory and Modelling
1 Optimization and Engineering
1 Quantitative Finance
1 Journal of Systems Science and Complexity
1 Theory and Practice of Logic Programming
1 Journal of Machine Learning Research (JMLR)
1 Multiscale Modeling & Simulation
1 Statistical Methods and Applications
1 Networks and Spatial Economics
1 Inverse Problems and Imaging
1 Electronic Journal of Statistics
1 SIAM Journal on Financial Mathematics
1 Theoretical Economics
1 Journal of Computational and Graphical Statistics
1 Journal of Mathematics in Industry
1 EURO Journal on Computational Optimization
1 Journal of Time Series Econometrics
1 International Journal of Systems Science. Principles and Applications of Systems and Integration
1 SpringerBriefs in Optimization
1 SMAI Journal of Computational Mathematics
1 Journal of Computational Physics: X

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