[18335fall08] nonlinear optimization library NLopt

[Steven G. Johnson]

Hi gang,

For those of you who need a canned nonlinear optimization package for  
your projects (and possibly for one more short problem set), the NLopt  
library that I've posted may be helpful.  I've now posted  
documentation/tutorials as well as downloading and installation  
instructions (at least for Unix-like systems):

   http://ab-initio.mit.edu/nlopt

I've also compiled NLopt for the Athena Linux systems in my home  
directory on Athena. Do

   add stevenj

on Athena, and it is in /mit/stevenj/Public/nlopt_i386_linux2

In particular, the Matlab plugins are in the "matlab" subdirectory.   
To use them, you will need to add that subdirectory to your Matlab  
path.  In Matlab, do:

   path(path,'/mit/stevenj/Public/nlopt_i386_linux2/matlab')

Then see the online documentation, or type "help nlopt_minimize" in  
Matlab.

--SGJ

PS. Let me know if you need a Windows version and we'll try to work  
something out.  MacOS X should be straightforward because it is a Unix  
system.