OPT++ is a library of nonlinear optimization algorithms written in C++. The
motivation for this package is to build an environment for the rapid prototyping
and development of new optimization algorithms. In particular, the focus is on
robust and efficient algorithms for problems in which the function and
constraint evaluations require the execution of an expensive computer
simulation. Currently, OPT++ includes the classic Newton methods, a nonlinear
interior-point method, parallel direct search, generating set search, a trust
region - parallel direct search hybrid, and a wrapper to NPSOL. Between these
methods, a wide range of problems can be solved, e.g. with or without
constraints, with or without analytic gradients, simulation based, etc.