This toolbox is an interface to the NLOpt optimization library (http://ab-initio.mit.edu/wiki/index.php/NLopt).
- A common interface for many different algorithms—try a different algorithm
just by changing one parameter.
- Support for large-scale optimization (some algorithms scalable to millions of
parameters and thousands of constraints).
- Both global and local optimization algorithms.
- Algorithms using function values only (derivative-free) and also algorithms
exploiting user-supplied gradients.
- Algorithms for unconstrained optimization, bound-constrained optimization, and
general nonlinear inequality/equality constraints.