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® 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®
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.
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
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 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