What's a good convex optimization library?

Question

I am looking for a C++ library, and I am dealing with convex objective and constraint functions.

Answer 1

I am guessing your problem is non-linear. Where i work, we use SNOPT, Ipopt and another proprietary solver (not for sale). We have also tried and heard good things about Knitro.

As long as your problem is convex, all these solvers work well.

They all have their own API, but they all ask for the same information : values, first and second derivatives.