I am guessing your problem is non-linear. Where i work, we use SNOPT, Ipopt and another proprietary solver (not for sale). We have also tried and heard good things about Knitro.
As long as your problem is convex, all these solvers work well.
They all have their own API, but they all ask for the same information : values, first and second derivatives.
假设您的问题是非线性的，您可以使用 Sandia Lab 提供的免费开源 OPT++。我在一个 C++ 项目中使用过它，它很容易使用并且运行良好。
Assuming your problems are nonlinear, you can use free and open-sourced OPT++, available from Sandia Lab. I have used it in one project in C++ and it was easy to use and worked well.
From what I know, the CPLEX solver is the best convex optimization solver. Its the state of the art in LP solvers. Does convex optimization really well. While looking for it, I see that its IBM's software now. You can find it here : http://www-01.ibm.com/software/integration/optimization/cplex/
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我猜你的问题是非线性的。在我工作的地方，我们使用 SNOPT，Ipopt 和另一个专有求解器（非出售）。我们还尝试并听到了有关 Knitro 的好消息。
只要您的问题是凸的，所有这些求解器都可以正常工作。
它们都有自己的 API，但都要求相同的信息：值、一阶导数和二阶导数。
I am guessing your problem is non-linear. Where i work, we use SNOPT, Ipopt and another proprietary solver (not for sale). We have also tried and heard good things about Knitro.
As long as your problem is convex, all these solvers work well.
They all have their own API, but they all ask for the same information : values, first and second derivatives.
假设您的问题是非线性的，您可以使用 Sandia Lab 提供的免费开源 OPT++。我在一个 C++ 项目中使用过它，它很容易使用并且运行良好。
Assuming your problems are nonlinear, you can use free and open-sourced OPT++, available from Sandia Lab. I have used it in one project in C++ and it was easy to use and worked well.
据我所知，CPLEX 求解器是最好的凸优化求解器。它是 LP 求解器的最先进技术。凸优化真的很好吗？找的时候发现是IBM的软件。您可以在这里找到它： http://www-01.ibm.com /软件/集成/优化/cplex/
From what I know, the CPLEX solver is the best convex optimization solver. Its the state of the art in LP solvers. Does convex optimization really well. While looking for it, I see that its IBM's software now. You can find it here : http://www-01.ibm.com/software/integration/optimization/cplex/