Optim swMATH ID: 29999 Software Authors: P. K. Mogensen; A. N. Riseth Description: Optim: A mathematical optimization package for Julia. Optim provides a range of optimization capabilities written in the Julia programming language (Bezanson et al. 2017). Our aim is to enable researchers, users, and other Julia packages to solve optimization problems without writing such algorithms themselves. The package supports optimization on manifolds, functions of complex numbers, and input types such as arbitrary precision vectors and matrices. We have implemented routines for derivative free, first-order, and second-order optimization methods. The user can provide derivatives themselves, or request that they are calculated using automatic differentiation or finite difference methods. The main focus of the package has currently been on unconstrained optimization, however, box-constrained optimization is supported,and a more comprehensive support for constraints is underway. Homepage: https://www.theoj.org/joss-papers/joss.00615/10.21105.joss.00615.pdf Source Code: https://github.com/JuliaNLSolvers/Optim.jl Dependencies: Julia Keywords: optimization; Julia; Julia Package; JOSS; Journal Open Source Software; unconstrained optimization Related Software: Julia; JuMP; Matlab; Ipopt; CG_DESCENT; PETSc; JSOSolvers.jl; MathOptInterface.jl; FrankWolfe.jl; NLopt; BlackBoxOptim.jl; ForwardDiff; Python; R; PyPlot.jl; Distributions.jl; Turing; StateSpaceModels; STAMP; UCI-ml Cited in: 16 Publications Standard Articles 1 Publication describing the Software Year all top 5 Cited by 41 Authors 1 Ancellin, Matthieu 1 Andreani, Roberto 1 Besançon, Mathieu 1 Blåbäck, Johan 1 Borggaard, Jeff T. 1 Carderera, Alejandro 1 Carrillo de la Plata, José Antonio 1 Chada, Neil K. 1 Dahne, Joel 1 Dalcín, Lisandro D. 1 De Presno, A. Casillas-García 1 Després, Bruno 1 Ferdelji, Nenad 1 Garrett Mitchener, W. 1 Gautason, Fridrik Freyr 1 Glatt-Holtz, Nathan E. 1 Godínez, Francisco A. 1 Gutleb, Timon S. 1 Ketcheson, David I. 1 Krometis, Justin 1 Leisen, Fabrizio 1 Lončar, Dražen 1 Miller, Keaton 1 Mudrinić, Saša 1 Olver, Sheehan Shakiban 1 Oviedo, Harry 1 Parsani, Matteo 1 Pokutta, Sebastian 1 Ranocha, Hendrik 1 Ray, Tapabrata 1 Raydan, Marcos 1 Riva Palacio, Alan 1 Roininen, Lassi 1 Ruipérez, Alejandro 1 Salvy, Bruno 1 Secchin, Leonardo D. 1 Suuronen, Jarkko 1 Tarek, Mohamed 1 Van Riet, Thomas 1 Weymouth, Gabriel D. 1 Zadravec, Danijel all top 5 Cited in 16 Serials 1 Computers and Fluids 1 Computer Methods in Applied Mechanics and Engineering 1 Journal of Computational Physics 1 Mathematics of Computation 1 Journal of Computational and Applied Mathematics 1 Journal of Multivariate Analysis 1 Physica D 1 Economics Letters 1 SIAM Journal on Scientific Computing 1 Fractals 1 INFORMS Journal on Computing 1 Journal of High Energy Physics 1 Optimization and Engineering 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Statistics and Computing 1 Communications on Applied Mathematics and Computation all top 5 Cited in 13 Fields 9 Numerical analysis (65-XX) 4 Operations research, mathematical programming (90-XX) 3 Statistics (62-XX) 2 Partial differential equations (35-XX) 2 Probability theory and stochastic processes (60-XX) 2 Computer science (68-XX) 2 Fluid mechanics (76-XX) 1 Combinatorics (05-XX) 1 Mechanics of deformable solids (74-XX) 1 Quantum theory (81-XX) 1 Relativity and gravitational theory (83-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) Citations by Year