[ACCEPTED]-What's a good convex optimization library?-convex
I am guessing your problem is non-linear. Where 7 i work, we use SNOPT, Ipopt and another proprietary 6 solver (not for sale). We have also tried 5 and heard good things about Knitro.
As long as 4 your problem is convex, all these solvers 3 work well.
They all have their own API, but 2 they all ask for the same information : values, first 1 and second derivatives.
Assuming your problems are nonlinear, you 4 can use free and open-sourced OPT++, available 3 from Sandia Lab. I have used it in one project 2 in C++ and it was easy to use and worked 1 well.
From what I know, the CPLEX solver is the 5 best convex optimization solver. Its the 4 state of the art in LP solvers. Does convex 3 optimization really well. While looking 2 for it, I see that its IBM's software now. You 1 can find it here : http://www-01.ibm.com/software/integration/optimization/cplex/
You can use GSL (GNU Scientific Library) with the package NLopt which is a nonlinear 2 optimization package with unconstrained, bound-constrained, and 1 general nonlinear inequality constraints.
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