Open-source, thread-safe implementation of convex optimization solvers in C/C++?

Question

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.

can you tell us what about those libraries won't work for you? — Godric Seer, Sep 18 '12 at 15:24
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? — Ali, Sep 18 '12 at 18:48
@TianyangLi OK, I see, in this case IPOPT really would not work for you, you are right. Upvoted your question! — Ali, Sep 19 '12 at 06:39

score 5 · Accepted Answer · answered Sep 20 '12 at 03:05

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

answered Sep 20 '12 at 03:05

Tianyang Li

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Open-source, thread-safe implementation of convex optimization solvers in C/C++?

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