NonOpt

This is a version 2.0 of NonOpt. Please see below for basic information about the software.

For more information, please see the user manual:

NonOpt User Manual

Please also see our webpage:

https://frankecurtis.github.io/NonOpt/

If you encounter any significant bug(s), then please send e-mail to Frank E. Curtis.

Overview

NonOpt (Nonconvex, Nonsmooth Optimizer) is an open-source software package for solving minimization problems. It is designed to locate a stationary point (ideally, a minimizer) of

min     f(x)
x ∈ Rⁿ

where f : Rⁿ -> R is locally Lipschitz over Rⁿ. The function f can be nonconvex and/or nonsmooth.

NonOpt is written in C++ and is released under the MIT License. The main author is Frank E. Curtis. For a list of all contributors, please see the AUTHORS file.

Compiling NonOpt requires BLAS and LAPACK. The code for these packages is not provided in this repository and must be obtained separately by a user.

Citing NonOpt

NonOpt is provided free of charge so that it might be useful to others. Please send e-mail to Frank E. Curtis with success stories or other feedback. If you use NonOpt in your research, then please at least cite the following paper:

• Frank E. Curtis and Lara Zebiane. "NonOpt: Nonconvex, Nonsmooth Optimizer." https://arxiv.org/abs/2503.22826, 2025.

Depending on the algorithms and/or features of the NonOpt software that you use, please also consider citing all or some of the following papers as well:

• Frank E. Curtis and Minhan Li. "Gradient Sampling Methods with Inexact Subproblem Solutions and Gradient Aggregation." INFORMS Journal on Optimization, 4(4):426-445, 2022.
• Frank E. Curtis, Daniel P. Robinson, and Baoyu Zhou. "A Self-Correcting Variable-Metric Algorithm Framework for Nonsmooth Optimization." IMA Journal of Numerical Analysis, 40(2):1154-1187, 2020.
• Frank E. Curtis and Xiaocun Que. "A Quasi-Newton Algorithm for Nonconvex, Nonsmooth Optimization with Global Convergence Guarantees." Mathematical Programming Computation, 7(4):399–428, 2015.
• Frank E. Curtis and Xiaocun Que. "An Adaptive Gradient Sampling Algorithm for Nonsmooth Optimization." Optimization Methods and Software, 28(6):1302–1324, 2013.