I have a non-linear maximization problem with < 12 constraints and < 12 variables. I'm looking for free simple software in which I can enter the expression to be maximized along with the constraints (no algorithm selection, gradient function, etc...).

For instance, a tool that lets me type in the problem like this...

Maximize p = ax1^n + bx2^m ... subject to q <= r, z <= y ...

And returns p, x1, x2, ... would be ideal.

I found nothing online. Either packages were not available, were broken or were hideously expensive. The packages I tried in R required me to supply more information than I knew, like gradient functions.

I'm fine with online or offline software and any syntax.

As an example of the kind of stuff I'd love to find, here's a linear programming tool available online.

1 Answer 1


You can use GNU Octave:

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