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README
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LOPTI is open source C++ optimization library. There are three major parts.
1st and main part is solver-driver which either wraps external solver or uses
LOPTI native solvers and presents to library user consistent and simple
optimization API. 2nd part is collection of solvers. Currently LOPTI have 4
solvers: 'NEWUOA', 'CONDOR', 'Nelder Mead' (simplex) and 'Hook-Jeevs'. All
current solvers are derivative free and have open source (GPL or BSD like
licences). Some of them (Condor) are unchanged and treated as black-box. Some
of them (NEWUOA - fortran source) went through heavy modification to interface
with LOPTI. And other (Hook-Jeevs) were completely rewritten into LOPTI native
solver. 3rd part is collection of object function and object function
modifiers.·
See also lopti/doc/lopti.html (or unprocessed text version: doc/lopti).
If there is no lopti/doc/lopti.html, you can generate it:
# install asciidoc, if not installed
cd lopti/doc/
make lopti.html