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Nonlinear optimisation, equations solving, numerical libraries

  1. Feb 22, 2007 #1

    I would be interrested to learn if there are some (new) open source and/or possibly free librairies available for nonlinear optimisation and equations solving.

    I would be mostly interrested in modern languages like java or C# . "Clean" fortran could also be interresting as long as it is not goto-spagetti code.

    Thanks for your suggestions,

  2. jcsd
  3. Feb 24, 2007 #2
    You can use SCILAB ( a clone of Matlab) for nonlinear optimization, equations solving and numerical libraties. ( www.scilab.org )
  4. Mar 27, 2007 #3


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    If you wanted to get your hands dirty, there are a number of additional possibilities:

    1. LAPACK - Fortran http://www.netlib.org/lapack/
    2. CLAPACK - C version of LAPACK http://www.netlib.org/clapack/
    3. MINPACK - Fortran http://www.netlib.org/minpack/
    4. MINPACK2 - Fortran ftp://info.mcs.anl.gov/pub/MINPACK-2/[/URL]
    5. N2SOL and others - Fortran [url]http://people.scs.fsu.edu/~burkardt/f_src/nl2sol/nl2sol.html[/url]
    6. G95 Fortran Compiler [url]http://g95.sourceforge.net/[/url]
    7. Some challenging Nonlinear Least Squares problems [url]http://www.itl.nist.gov/div898/strd/nls/nls_main.shtml[/url]
    8. Some optimization problems [url]http://www-optima.amp.i.kyoto-u.ac.jp/member/student/hedar/Hedar_files/TestGO_files/Page364.htm[/url]

    Best part, all of the above is free. :biggrin:
    Last edited by a moderator: Apr 22, 2017
  5. Mar 29, 2007 #4
    Try Ipopt and GALAHAD. Also take a look at GSL Scientific Library.
  6. Mar 29, 2007 #5


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    Seems to be Unix only, no Windows :frown:
  7. Mar 30, 2007 #6
    It will work with Cygwin I think. (Cygwin is a pseudo-linux on windows). Though why don't you download Linux?
  8. Mar 24, 2009 #7


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    http://volnitsky.com/project/lopti" [Broken]
    Last edited by a moderator: May 4, 2017
  9. Mar 24, 2009 #8

    Dr Transport

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    Octave (Linux Matlab clone) has routines to do nonlinear optimization.
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