Optimization is a mess, so use a library for it - but which?

After looking at several open-source candidates, I settled with NLopt. Strong points are

• No 3rd party dependencies, no need to have BLAS crap installed
• Reasonable documentation, accessible, simple tutorial that just works
• can do many different optimization algorithms, LS-BFGS among them; supports derivative-free and gradient based methods
• C and C++ interfaces (should be also callable from Python and MATLAB, haven't tried)
• LGPL license

posted at: 23:43 | path: /academic | permanent link