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OptSolve++ - Nonlinear optimization

OptSolve++ -- Software Components for Nonlinear Optimization.

The OptSolve++ optimization libraries provide a convenient and extensible interface for rapid nonlinear optimization of user-specified functions. OptSolve++ is available through the purchase of a commercial license.

The following nonlinear optimization algorithms: -nonlinear simplex (no derivatives required) -Powell (no derivatives required) -conjugate gradient (requires gradient of the function) -Levenburg-Marquardt (can use Broyden's method to estimate the Jacobian if function gradients are not available) -simple bound constraints can be imposed through a variable transformation approach.

Algorithms under development for the next release: -penalty functions to treat arbitrary nonlinear constraints -multidimensional nonlinear solvers (for root-finding)

OptSolve++ consists of the following components: -TxBase; reference counted N-D container classes, trait and attribute classes, exception classes, and cross-platform header files -TxFunc; 1-D and N-D functor classes providing wrappers for C++ function pointers or general user-specified calls to other -TxLin; reference counted matrix and vector classes, with all linear algebra algorithms required by the optimization algorithms, and specialized functor classes that require linear algebra capabilities. -TxOptSlv; implementation of 1-D and N-D nonlinear optimization algorithms.

Licensing : Commercial


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