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I have a function in C or C++ which has multiple input and multiple output, functions behind are quite complex in its nature and highly non-linear.

Now what I would like to do is to have an optimization code (finding minima of selected output variables). Basically finding the set of input parameters which minimizes one selected output parameter, with some restrictions on other output parameters.

I am looking for a C or C++ libraries, which does this job in an efficient/intelligent way or at least some reading to help me developing my code.

I tried my best to search for a solution but I did not really find anything that helped me further. Probably I'm using wrong wording in my searches.

I'm thankful for any help or hints.

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The library of my choice for this task is

Dlib

(also on GitHub)

The topic Optimization offers several different algorithms for unconstrained and constrained optimization.

The highlights in my opinion are derivative-free local optimization and and global optimization.

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