NLopt is a free/open-source library for nonlinear optimization,
providing a common interface for a number of different free optimization
outines available online as well as original implementations of various
other algorithms.

Its features include:
- Callable from C, C++, Fortran, Matlab or GNU Octave, Python,
  GNU Guile, Julia, GNU R, Lua, and OCaml.
- A common interface for many different algorithms -- try a different
  algorithm just by changing one parameter.
- Support for large-scale optimization (some algorithms scalable to
  millions of parameters and thousands of constraints).
- Both global and local optimization algorithms.
- Algorithms using function values only (derivative-free) and also
  algorithms exploiting user-supplied gradients.
- Algorithms for unconstrained optimization, bound-constrained
  optimization, and general nonlinear inequality/equality constraints.