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

                Compilers

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

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

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