Interfacing TANGO with the non-Fortran world

All methods of the TANGO Project are written in Fortran, the language we believe still is the most adequate for numerical analysis methods. New releases of the TANGO methods will continue being done in Fortran and migrations to any other language are not planned.

However, being aware that many users prefer to describe their problems in other programming or modeling languages, we developed interfaces to use the optimization methods from AMPL, C/C++, and CUTEst. Although the optimization methods can also be used with finite differences approximations of derivatives, one of the advantages of using AMPL and CUTEst interfaces is that analytic first and second derivatives are provided via automatic differentiation.

Last but not least, it is one of our goals to provide a stand-alone, platform-independent, easy-to-use and easy-to-compile Fortran version of all the optimization methods in the TANGO Project. These are the versions we recommend for large-scale applications and numerical comparisons with other methods.