NLopt is a free/open-source library for nonlinear optimization,
providing a common interface for a number of different free optimization
outines available online as well as original implementations of various
other algorithms. Its features include:

  - Callable from C, C++, Fortran, Matlab or GNU Octave, Python,
    GNU Guile, Julia, GNU R, Lua, and OCaml. 
  - A common interface for many different algorithms -- try a different
    algorithm just by changing one parameter.
  - Support for large-scale optimization (some algorithms scalable to
    millions of parameters and thousands of constraints).
  - Both global and local optimization algorithms.
  - Algorithms using function values only (derivative-free) and also
    algorithms exploiting user-supplied gradients.
  - Algorithms for unconstrained optimization, bound-constrained
    optimization, and general nonlinear inequality/equality constraints.
                                             
WWW: http://ab-initio.mit.edu/wiki/index.php/NLopt