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Free and Open Source softwareEdit

Name License Brief info
ALGENCAN GPL Fortran code for general nonlinear programming. Interfaces with AMPL, C/C++, CUTEr, Matlab, Python, Octave and R.
ASCEND GPL mathematical modelling system
COIN-OR SYMPHONY GPL integer programming
CUTEr GPL testing environment for optimization and linear algebra solvers
IPOPTCPL large scale nonlinear optimization for continuous system
L-BFGS BSD limited-memory quasi-Newton packages for large scale optimization
OpenOptBSD free numerical optimization framework for solving NLP, LP, MILP, QP, etc.
Can involve Automatic differentiation via FuncDesigner.
GLPK GPL GNU Linear Programming Kit
NLopt MIT, some code LGPLsingle API for many local and global optimization algorithms for constrained nonlinear optimization (C/Fortran/Matlab/Octave)

Proprietary softwareEdit



  • AIMMS — free student license
  • AMPL — free student license
  • Galahad library — free for academic use
  • KNITRO — large-scale mathematical optimization problems. Freeware for non-commercial uses.
  • MINTO — integer programming solver using branch and bound algorithm. Freeware for personal use.

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