OPT++ is a library of nonlinear optimization algorithms written in C++. Current research centers on the algorithmic development of parallel derivative-free and gradient-based optimization methods to solve simulation-based optimization problems. The focus is on robust and efficient algorithms for problems in which:
OPT++ includes the following methods to solve unconstrained problems-classic Newton methods, generating set methods, a trust-region parallel direct search hybrid. In addition, a nonlinear interior-point method has been developed to solve generally constrained nonlinear optimization problems. Initial studies on equality-constrained problems with reliability analyses indicate that the nonlinear interior-point method consistently outperforms commercial codes. Moreover, the OPT++ library has been used to solve a diverse collection of problems such as external radiotherapy treatment planning, market equilibrium, molecular conformation, optimal control and design, parameter identification.
For more information, please visit the OPT++ web site.