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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- IPOPT: Large Scale Nonlinear Optimization Package
- KNITRO®: General Nonlinear Programming Solver
- L-BFGS: Limited Memory Codes
- CG+: Conjugate Gradient Software
- PREQN: Preconditioning the Conjugate Gradient Method
- WEDGE: Derivative-Free Optimization
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
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.
Learn more about and Download a free student/evaluation edition of KNITRO®
L-BFGS and L-BFGS codes: 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
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+
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
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