The CWP Object-Oriented Optimization Library COOOL is now freely available via ftp and WWW. This library contains the basic building blocks for the efficient design of numerical linear algebra and optimization software; it also comes with a variety of unconstrained optimization algorithms and test objective functions drawn from our own research. The only requirement for using one of the optimization routines is that a simple model of communication be followed. This allows us to use exactly the same code to optimize functions tailored for a variety of hardware, no matter what programming language is used. Further, since we have provided class libraries containing building blocks for general purpose optimization and numerical linear algebra software, the development of new algorithms should be greatly aided.
So far we have treated only problems which are unconstrained, or rather, whose constraints can be incorporated directly into the objective function. Allowing more general kinds of constraints and allowing the user to specify their own derivative routines will be the subject of future enhancements.