What good libraries are there for solving a system of non-linear equations in C++?

Question

In a C++ application I\'m coding, I need to solve a system of non-linear equations (N equations, N unknowns).

The systems I\'m solving will be rather sm

Answer 1

It depends on how non-linear the equations are. If they possess some "nice" properties...most obvious being positive-semi-definite matrix or convexity, there may be specialized algorithms available. I use IBM/ILOG CPLEX for most of my linear programming needs. Libraries are provided that can be pulled into C++ applications. Although I have not used their quadratic programming module, it is really the state-of-the-art in high horse-power linear and (well-behaved) non-linear programming.