Comparison of optimization software
The following tables provide a comparison of optimization software libraries, either specialized or general purpose libraries with significant optimization coverage.
General information
| Language | Latest stable version | Academic/noncommercial use is free |
Can be used in commercial aps |
License | Notes | |
|---|---|---|---|---|---|---|
| ALGLIB | C++, C#, FreePascal, VBA | 3.0.0 / 10.2010 | Yes | Yes | Dual (Commercial, GPL) | General purpose library, includes optimization package. |
| GNU Scientific Library | C | 1.14 / 03.2010 | Yes | No | GPL | Free library provided by GNU project. |
| GNU Linear Programming Kit | C | 4.44 / 06.2010 | Yes | No | GPL | Free library for linear programming (LP) and mixed integer programming (MIP). |
| IMSL Numerical Libraries | C, Java, C#, Fortran, Python | many components | No | Yes | Proprietary | |
| LEVMAR | C | 2.5 / 12.2009 | Yes | Yes | GPL, commercial (on demand) | Free implementation of Levenberg-Marquardt algorithm (no other functionality). |
| MKL | C++, Fortran | 10.2 | No | Yes | Proprietary | Numerical library from Intel. MKL is specialized on linear algebra, but contains some optimization-related functionality. |
| NAG Numerical Libraries | C, Fortran | 2009 | No | Yes | Proprietary | |
| NMath | C# | 4.1 / 08.2010 | No | Yes | Proprietary | C# numerical library built on top of MKL. |
| SciPy | Python | 0.8.0 / 2010 | Yes | Yes | BSD | General purpose numerical library from Enthought. |