nlopt
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A numerical nonlinear optimization library for node. A wrapper around nlopt.
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This code is modified from the original StoGO Global Optimization library
by Madsen et al., downloaded from:
http://www2.imm.dtu.dk/~km/GlobOpt/opt.html
It was modified to allow C-callable wrappers and some other niceties by
Steven G. Johnson (stevenj@alum.mit.edu) in 2007.
StoGO uses a gradient-based direct-search branch-and-bound algorithm,
described in:
S. Gudmundsson, "Parallel Global Optimization," M.Sc. Thesis, IMM,
Technical University of Denmark, 1998.
K. Madsen, S. Zertchaninov, and A. Zilinskas, "Global Optimization
using Branch-and-Bound," Submitted to the Journal of Global
Optimization, 1998.
[ never published, but preprint is included as paper.pdf ]
S. Zertchaninov and K. Madsen, "A C++ Programme for Global Optimization,"
IMM-REP-1998-04, Department of Mathematical Modelling,
Technical University of Denmark, DK-2800 Lyngby, Denmark, 1998.
[ included as techreport.pdf ]