Optimization software developed by J. Nocedal's team:
KNITRO® a free student edition is available. Commercial licenses and professional support is also available - see below
L-BFGS can be freely used for research, education or commercial purposes.
PREQN can be freely used for research, education or commercial purposes.
CG+ can be freely used for research, education or commercial purposes.
Wedge can be freely used for research, education or commercial purposes.
Disclaimer: This software is provided without any expressed or implied warranty. In particular, there is no warranty of any kind concerning the fitness of this software for any particular purpose.
KNITRO®: General Nonlinear Programming Solver
KNITRO® is a package for solving unconstrained and constrained optimization problems. Commercial, academic and government licenses are available.
Download a free student/evaluation edition of KNITRO®.
MORE INFO ON KNITRO®
L-BFGS: Limited Memory Codes
Two codes for large-scale optimization are part of this package:
L-BFGS is a code for solving unconstrained problems.
Author: J. Nocedal
L-BFGS-B is capable of solving problems with simple bounds on the variables. Authors: C. Zhu, R. Byrd, J. Nocedal and J.L. Morales
Click the names for more info/downloads of the respective codes.
For more information about the limited memory method see the NEOS Optimization Guide.
Numerical results comparing L-BFGS, version Lbfgsb.2.1, and MINOS can be found here.
PREQN: Software for Preconditioning the Conjugate
Gradient Method
The package PREQN automatically generates preconditioners when solving a sequence of linear systems of equations by means of the conjugate gradient method.
Authors: J. L. Morales and J. Nocedal
CG+: Conjugate Gradient Software
The package CG+ is a Conjugate Gradient code for solving large-scale, unconstrained, nonlinear optimization problems. CG+ implements three different versions of the Conjugate Gradient method: the Fletcher-Reeves method, the Polak-Ribiere method, and the positive Polak-Ribiere method (Beta always non-negative).
Authors: G. Liu, J. Nocedal and R. Waltz
Wedge: Derivative-Free Optimization
WEDGE is a Matlab code for solving unconstrained optimization problems in which the objective function is smooth and the number of variables is moderate, but derivatives are not available.
Author: M. Marazzi
MORE INFO ON WEDGE trial point $x^+$ provides sufficient reduction in the objective function.
