Available C++ Libraries FAQ

Commercial libraries (A-N)

OptSolve++ - Software components for nonlinear optimization (formerly LION++)

The OptSolve++ class libraries provide a convenient and extensible interface for nonlinear optimization of user-specified functions.

The following multidimensional algorithms have been implemented:

    • nonlinear simplex (no derivative required)
        Powell (no derivatives required) -- uses Brent line search
          conjugate gradient (requires gradient of function) -- uses modified secant line search
            Levenberg-Marquardt -- for nonlinear least squares problems -- uses Broyden's method to estimate the Jacobian if function gradients are not available
              bound constraints (uses variable transformation approach)
            OptSolve++ also includes a reference counted linear algebra library.

            The next release will include algorithms for:

            • general nonlinear constraints, using a penalty function approach
                multidimensional nonlinear solvers for root-finding Compiled versions of OptSolve++ are available to beta-testers for 17 OS/compiler combinations. Much of the source code is also available.

                Operating Systems

                • Linux
                • PC 32-bit Windows
                • IBM AIX
                • Solaris
                • HP UX
                • Dec Unix
                • Mac
                • Irix


                • Visual C++
                • GCC
                • Dec CC
                • SGI CC
                • MetroWerks CodeWarrior
                • Borland C++
                • KAI C++
                • egcs

                Added : 1998-12-03 Amended: 1999-09-30 Licensing : Commercial

                Add a comment
  • Our ads
    Buy gold
    Beat the credit crunch - buy gold online - quickly, safely and at low prices
    Trumphurst Home Page
    C++ Usenet Newsgroup
    A Web form for submissions to this list
    Contact the author for permission to distribute

    Copyright (c) 2019 Nikki Locke, Trumphurst Ltd.
    Permission is granted to distribute over the Internet without charge. The author's permission is required (and usually given) to distribute in any other way, including on CD.