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.