A large scale non-linear optimization library

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• Updated Nov 12, 2026
• C++

An object-oriented algebraic modeling language in Python for structured optimization problems.

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• Updated Nov 5, 2026
• Python

Modeling language for Mathematical Optimization (linear, mixed-integer, conic, semidefinite, nonlinear)

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• Updated Nov 10, 2026
• Julia

CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python, Matlab/Octave, Julia or Javascript

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• Updated Nov 11, 2026
• C++

An acausal modeling framework for automatically parallelized scientific machine learning (SciML) in Julia. A computer algebra system for integrated symbolics for physics-informed machine learning and automated transformations of differential equations

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• Updated Nov 11, 2026
• Julia

A light-weight, Eigen-based C++ library for trajectory optimization for legged robots.

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• Updated Apr 17, 2023
• C++

With Uno, finally take full control of your SQP/barrier solver for nonlinearly constrained optimization

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• Updated Nov 12, 2026
• C++

Represent trained machine learning models as Pyomo optimization formulations

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• Updated Jul 9, 2026
• Python

A Julia interface to the NLopt nonlinear-optimization library

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• Updated Oct 26, 2026
• Julia

A solver for nonlinear programming with GPU support

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• Updated Nov 12, 2026
• Julia

HPC solver for nonlinear optimization problems

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• Updated Nov 11, 2026
• C++

Data Structures for Optimization Models

optimization julia julia-language nonlinear-optimization nonlinear-programming nlpmodels

• Updated Sep 18, 2026
• Julia

MATLAB implementations of a variety of nonlinear programming algorithms.

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• Updated Nov 13, 2020
• MATLAB

A Julia interface to the Ipopt nonlinear solver

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• Updated Oct 29, 2026
• Julia

Proximal operators for nonsmooth optimization in Julia

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• Updated Oct 18, 2026
• Julia

Proximal algorithms for nonsmooth optimization in Julia

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• Updated Oct 18, 2026
• Julia

Model and solve optimal control problems in Julia, both on CPU and GPU.

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• Updated Nov 12, 2026
• Julia

Fast algebraic modeling and mathematical optimization in Python

python machine-learning optimization linear-programming modeling-language operations-research nonlinear-programming quadratic-programming gams mathematical-programming

• Updated Nov 12, 2026
• Python

Toolbox for gradient-based and derivative-free non-convex constrained optimization with continuous and/or discrete variables.

optimization automatic-differentiation evolutionary-algorithms global-optimization black-box-optimization semidefinite-programming bayesian-optimization nonlinear-optimization nonlinear-programming metaheuristics discrete-optimization derivative-free-optimization method-of-moving-asymptotes implicit-differentiation gradient-based-optimisation augmented-lagrangian-method interior-point-optimizer surrogate-assisted-optimization mixed-integer-nonlinear-programming

• Updated Nov 12, 2026
• Julia

A set of lightweight header-only template functions implementing commonly-used optimization methods on Riemannian manifolds and convex spaces.

optimization nonlinear-programming convex-optimization riemannian-optimization

• Updated Nov 14, 2023
• C++