Free and Open Optimization Software

NameLicenseBrief infoADMBBSDnonlinear optimization framework, using automatic differentiation ALGENCAN GPLFortran code for general nonlinear programming. Interfaces with AMPL, C/C++, CUTEr, Matlab, Python, Octave and R.APM MatlabBSDnonlinear programming with MATLABAPM PythonBSDnonlinear programming with Python scripting languageASCENDGPLmathematical modelling systemCOIN-OR SYMPHONYGPLinteger programmingCUTErGPLtesting environment for optimization and linear algebra solversIPOPT CPLlarge scale nonlinear optimization for continuous systemL-BFGSBSDlimited-memory quasi-Newton method optimization package by Nocedal for large scale optimizationOpenOpt BSDfree numerical optimization framework for solving NLP, LP, MIP, QP, with automatic differentiation features.OPTI ToolboxBSDMATLAB Toolbox for linear, nonlinear, continuous and discrete optimization problems using free open source and academic solvers.GLPKGPLGNU Linear Programming KitNLoptMIT, LGPLsingle API for many local/global algorithms for nonlinear programming (interfaces for C/C++/Fortran/Matlab/Octave/Python/R/Scheme)PaGMO/PyGMOGPLsingle API for many local/global algorithms for nonlinear programming (C++/Python) and their coarse parallelization. It wraps some NLopt, GSL and SciPy algorithms tooPPL GPLv3 orproprietaryThe Parma Polyhedra Library: includes a MIP solver using an exact-arithmetic version of the simplex algorithm and a parametric integer programming solver. With user-friendly APIs for C++, C, Java, OCaml, and various Prolog implementations.NOMAD LGPLBlack-Box optimization packageJOptimizer Apache LicenseJava library for convex optimization