Introduction

OPT++ is an object-oriented nonlinear optimization package. It solves optimization problems of the form

in which the user specifies the function f (and, when available, its first and second analytical derivatives) and the functions h and g. OPT++ provides many different solution algorithms including:

1. various Newton methods;
2. a parallel Newton method;
3. a nonlinear conjugate gradient method
4. a parallel direct search method
5. a nonlinear interior point method.

Documentation

• OPT++: An Object-Oriented Class Library for Nonlinear Optimization 
• OPT++  website

• Related Tools:

• APPSPACK 
• DAKOTA

Developer Information

OPT++ was developed at the the Computational Sciences and Mathematics Research Department at Sandia National Laboratories. The original author was Juan Meza with substantial contributions by Patty Hough and Pamela Williams