1. GRG2 - the nonlinear solver bundled with the Microsoft Excel Solver. Widely used outside of Excel, often imbedded in a larger application. Available as C or Fortran source code. Limited to a few hundred active constraints (exclusive of bounds), but can handle thousands of variables.
2. LSGRG2 - a version of GRG2 that can solve problems with thousands of contraints and variables. Also available in Fortran or C.
3. SQP - a Fortran solver implementing the Successive Quadratic Programming (SQP) algorithm.
4. SLP - a Fortran solver implementing a Successive Linear Programming Algorithm.
5. INTPT - a Fortran solver implementing an Interior Point algorithm.
6. OQGRG - a C solver for global optimization of smooth constrained problems with either all continuous variables or a mixture of discrete and continuous variables. Works in standalone mode, and also interfaced to the GAMS algebraic modeling language.