The code has been highly optimized (with extended use of memcpy function, special fast matrix manipulation, fast pointer arithmetics, and so on...). However, BLAS libraries have not been used to allow a full Object-Oriented approach. Anyways, the dimension of the problems is rather low so BLAS is un-useful. OO style programming allows a better comprehension of the code for the possible reader. The linear-algebra package is NOT LaPack. It's a home-made code inspired by LaPack, but optimized for C++ notations.

A small C++ SIF-file reader has also been implemented (to be able to use the problems coded in SIF from the CUTEr database, [GOT01]).

An AMPL interface has also been implemented. This is currently the most-versatile and most-used language for mathematical programming (It is used to describe objective functions).

If you are able to describe your problem in AMPL or in SIF, it means that the time needed for an evaluation of the objective function is

The fully stand-alone code is currently available at my homepage: