http://www.ece.northwestern.edu/~nocedal/book/num-opt.html
http://www.caam.rice.edu/~zhang/lipsol/
http://ab-initio.mit.edu/wiki/index.php/NLopt
http://www.mat.univie.ac.at/~neum/
http://thales.cheme.cmu.edu/dfo/index.htm (500 examples used by Sahinidis)
http://github.com/asanet