This module provides a Julia-language interface to the free/open-source NLopt library for nonlinear optimization. NLopt provides a common interface for many different optimization algorithms.
Features
- Both global and local optimization
- Algorithms using function values only (derivative-free) and also algorithms exploiting user-supplied gradients
- Algorithms for unconstrained optimization, bound-constrained optimization, and general nonlinear inequality/equality constraints
- NLopt can be used either by accessing it's specialized API or by using the generic MathOptInterface or MathProgBase interfaces
- Within Julia, you can install the NLopt.jl package with the package manager
- On Windows and OS X platforms, NLopt binaries will be automatically installed
License
GNU Free Documentation LicenseFollow The NLopt module for Julia
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