Is there an open-source, thread-safe implementation of convex optimization solvers in C/C++?

Some libraries such as NLopt, Ipopt, OPT++ don't meet my requirements.

OPT++ and Ipopt aren't thread-safe, and NLopt doesn't seem to have a specific/efficient way to solve convex programming problems with equality/inequality constraints.

  • $\begingroup$ can you tell us what about those libraries won't work for you? $\endgroup$ – Godric Seer Sep 18 '12 at 15:24
  • $\begingroup$ @GodricSeer I just edited my question. $\endgroup$ – Tianyang Li Sep 18 '12 at 15:27
  • $\begingroup$ Could you explain your thread-safe requirement? If you use IPOPT with a parallel linear solver then you parallelize at the bottleneck. Or why would you like to have multiple threads? How would you like to use the solver? $\endgroup$ – Ali Sep 18 '12 at 18:48
  • $\begingroup$ @Ali I want to run separate solvers in different threads. $\endgroup$ – Tianyang Li Sep 19 '12 at 1:34
  • $\begingroup$ @TianyangLi OK, I see, in this case IPOPT really would not work for you, you are right. Upvoted your question! $\endgroup$ – Ali Sep 19 '12 at 6:39

After I contacted OBOE's developers, they said it's thread-safe.

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