NLopt is a library for nonlinear local and global optimization, for functions with and without gradient information. It is designed as a simple, unified interface and packaging of several free/open-source nonlinear optimization libraries.
The latest release and a complete manual may be found at the NLopt home page: http://ab-initio.mit.edu/nlopt
NLopt is compiled and installed with the CMake build system
(see CMakeLists.txt file for available options):
git clone git://github.com/stevengj/nlopt
cd nlopt
cmake .
make
sudo make install
(To build the latest development sources from git, you will need SWIG to generate the Python and Guile bindings.)
Once it is installed, #include <nlopt.h> in your C/C++ programs and
link it with -lnlopt -lm. You may need to use a C++ compiler to link
in order to include the C++ libraries (which are used internally by NLopt,
even though it exports a C API).
The minimization function, nlopt_minimize, is described in the manpage
(api/nlopt_minimize.3, which is installed by make install).
See also the manual on our web page.
There are also interfaces for Fortran, Python, MATLAB, GNU Octave, OCaml, GNU Guile, GNU R, Lua, and Julia. Interfaces for other languages may be added in the future.