Constrained optimization for nonlinear multivariable function in Java

Question

I am looking for an open source implementation of a method doing constrained optimization for nonlinear multivariable function in Java.

Answer 1

IPOPT is the most robust solver I know of.

It has a Java interface although I have no idea how good that is, I only use the C++ API.

Answer 2

There are several open source java implementations that can do this, such as:

• OptaPlanner (apache license, 100% java, lots of examples and documentation)
• jacop
• choco
• ...

Answer 3

I recently ported Michael Powells' COBYLA2 derivative-free optimizer for nonlinear objective functions and constraints to Java. You'll find the source code here.