LOPTI is mathematical optimization open source C++ library (mostly derivative-free)

There are three major parts. 1st and main part is solver-driver which either wraps external solver or uses LOPTI native solvers and presents to library user consistent and simple optimization API. 2nd part is collection of solvers. Currently 4 solvers are included (or supported): NEWUOA, CONDOR, Nelder-Mead (simplex) and Hook-Jeevs. All these solvers are derivative free and have open source (GPL or BSD like) licences. Some of them (Condor) are unchanged and treated as black-box. Some of them (NEWUOA – fortran source) went through heavy modification to interface with LOPTI. And other (Hook-Jeevs) were completely rewritten into LOPTI native solver. 3rd part is collection of object function and object function modifiers.
Find LOPTI is mathematical optimization open source C++ library (mostly derivative-free) at: http://volnitsky.com/project/lopti

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