Software Downloads

Below, you will find information about software developed by the Center, as well as download links.

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.

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KNITRO®: General Nonlinear Programming Solver

KNITRO® is a package for solving unconstrained and constrained optimization problems.

Commercial, academic and government licenses are available. The copyright is owned by Northwestern University.

Download a free student/evaluation edition of KNITRO®

Learn more about KNITRO®

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L-BFGS: Limited Memory Codes

Two codes for large-scale optimization are part of this package, and can be freely used for research, education or commercial purposes.

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, and J. Nocedal

For more information about the limited memory method see the NEOS Optimization Guide. Numerical results comparing L-BFGS and MINOS can be found here.

Learn more about and download L-BFGS

Learn more about and download L-BFGS-B

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IPOPT: Large-Scale Nonlinear Optimization Package

IPOPT is a software package for large-scale nonlinear optimization. The source code for IPOPT is provided without charge. It can be freely used for research, education or commercial purposes.

Authors: A. Wächter and C. Laird

Learn more about and download IPOPT

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PREQN: 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. It can be freely used for research, education or commercial purposes.

Authors: J. L. Morales and J. Nocedal

Learn more about and download PREQN

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CG+: Conjugate Gradient

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). It can be freely used for research, education or commercial purposes.

Authors: G. Liu, J. Nocedal and R. Waltz

Learn more about and download 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. It can be freely used for research, education or commercial purposes.

Author: M. Marazzi

Learn more about and download WEDGE