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®

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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.

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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

MORE INFO ON PREQN; DOWNLOAD

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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

MORE INFO ON CG+

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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.

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