The minimization itself is NLopt, the problem is to solve an economic model (which takes around 2 minutes to solve on 16 cores) and compare its output (a 100x4 Float64 Array) to some data moments. The model results depend on two parameters. The model itself is mostly minimization (via Optim) and numerical integration (using FastGaussQuadrature), and is parallelized via SharedArrays.
(Since you asked for a list of packages, I'm also using ApproXD for linear interpolation, and Distributions to draw from a bivariate Normal).
