This is the BOBYQA software by M. J. D. Powell, which performs derivative-free unconstrained optimization using an iteratively constructred quadratic approximation for the objective function. See: M. J. D. Powell, "The BOBYQA algorithm for bound constrained optimization without derivatives," Department of Applied Mathematics and Theoretical Physics, Cambridge England, technical report NA2009/06 (2009). http://www.damtp.cam.ac.uk/user/na/NA_papers/NA2009_06.pdf http://plato.asu.edu/ftp/other_software/bobyqa.zip The C translation by S. G. Johnson (2009) includes a few minor modifications, mainly to use the NLopt stopping criteria (and to take the objective function as an argument rather than a global). The original Fortran code was released by Powell with "no restrictions or charges", and the C translation by S. G. Johnson is released in a similar spirit under the MIT License (see the COPYRIGHT file in this directory).