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OPT++ is an experimental package of nonlinear optimization algorithms written in C++. The motivation for this package is to build an environment for the rapid prototyping and development of new optimization algorithms. In particular, the focus is on robust and efficient algorithms for problems in which the function and constraint evaluations require the execution of an expensive computer simulation.
Currently, OPT++ includes the classic Newton methods, a nonlinear interior-point method, parallel direct search, a trust region - parallel direct search hybrid, and a wrapper to NPSOL. Between these methods, a wide range of problems can be solved, e.g. with or without constraints, with or without analytic gradients, simulation based, etc.
OPT++ has been copyrighted by Sandia Corporation and is freely distributed under the GNU Lesser General Public License. Please see the Copyright Information and the GNU Lesser General Public License for more information.
Authors: Juan C. Meza Patricia D. Hough Pamela J. Williams Phone: 925-294-2425 925-294-1518 925-294-4683 E-mail: meza@sandia.gov pdhough@sandia.gov pwillia@sandia.gov Address: Sandia National Laboratories P.O. Box 969, MS 9217 Livermore, CA 94551-0969