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I'm looking for a library in C that will do optimization of an objective function (preferrably Levenberg-Marquardt algorithm) and will support box constraints, linear inequality constraints and non-linear inequality constraints. I've tried several libraries already, but none of them do employ the necessary constraint types for my application: GNU GSL (does not support constraints at all) cMPFIT (only supports box constraints) levmar (does not support non-linear constraints at all) I am currently exploring NLopt , but I'm not sure if I can achieve a least-squares approach with any of the supplied algorithms. I find it hard to believe that there's not a single library supporting the full range of constraints in this problem, so I guess I did a mistake somewhere while googling. I recently discovered I can call Matlab functions from C. While that would solve the problem quite easily, I don't want to have to call Matlab functions from C. It's not fast in my experience. Any help will be greatly appreciated.

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