forum.alglib.net

ALGLIB 3.6.0 was released today, with new algorithms and fixes:
Quadratic optimizer now supports arbitrary combination of boundary and linear equality/inequality constraints. New version of the optimizer uses combination of the augmented Lagrangian and active set methods.
Spline1D unit now supports monotone cubic spline interpolation
Support for vector-valued bilinear and bicubic splines
Support for scalar and vector-valued trilinear (3D) splines
Better support for sparse matrices: efficient enumeration of non-zero elements with SparseEnumerate(), faster SparseGet() for matrices stored in CRS format.
Optmization and nonlinear fitting algorithms (LSFit, MinLM, MinBLEIC, MinLBFGS, MinCG subpackages) can verify correctness of the user-supplied gradient (the most common source of errors in numerical programs).
Several minor fixes (see Change Log).

Commercial version of ALGLIB 3.6.0 will be delivered to customers with active support/maintenance agreement within few days. Good luck with ALGLIB!