FuncDesigner is cross-platform (Windows, Linux, Mac OS etc) Python-
written framework with automatic differentiation (http://
en.wikipedia.org/wiki/Automatic_differentiation). License BSD allows
to use it in both open- and closed-code soft. It has been extracted
from OpenOpt framework as a stand-alone package, still you can easily
optimize models written in FuncDesigner by OpenOpt (some examples
here: http://openopt.org/NumericalOptimizationForFuncDesignerModels)

For more details see
http://openopt.org/FuncDesigner
http://forum.openopt.org/viewtopic.php?id=141

Regards, D.
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