optizelle 1.3.0-0.ed4160b Mathematical optimization library

optizelle is a software library designed to solve nonlinear optimization problems. Four types of problem are considered: unconstrained, equality constrained, inequality constrained and constrained. Constraints may be applied as values of functions or sets of partial differential equations (PDEs).

Solution algorithms such as the preconditioned nonlinear conjugate gradient method, sequential quadratic programming (SQP) and the primal-dual interior-point method are made available. Interfaces are provided for applications written in C++ and Python. Parallel computation is supported via MPI.