If you are interested in optimization, use MATLAB + Windows and like free stuff, OPTI could be for you. See the OPTI Wiki for details on solving linear, nonlinear, continuous and discrete optimization problems using MATLAB!
The best way to get OPTI is to clone the master branch from GitHub (this page!) using git. I like GitKraken which makes it easy to use git without the command line. Once you have git/GitKraken/some other git client, simply click Clone or download (above, green button) and copy the address of this repository, and clone it to your computer. This way each time I push updates to the master branch, you can simply pull them down without having to redownload the entire OPTI package again!
If you don't use git, and don't want to learn (remember its easy and you should use it!), simply click Clone or download and click Download ZIP and save OPTI somewhere you can find it.
Once you have cloned or downloaded OPTI to your PC, simply open MATLAB and navigate in MATLAB to the directory where you have placed OPTI (hopefully somewhere permanent). Right click on opti_Install.m and click Run. Follow the prompts (Yes 'Y' is the normal response to every question) to install OPTI - easy!
The best way to start using OPTI is to have a look at the Examples on the OPTI Wiki. There are lots of problem and code examples (which all work) as well as helpful definitions. The Basic Usage page is a good place to start for all new users.
The OPTI Q&A Forum is where all OPTI related questions can be posted and someone will normally get back to you within a day or two! In addition, I announce new release of OPTI here, so subscribe if you want to be kept up to date.
OPTI is released under the 3-clause BSD license, as detailed here. It is free software, and is released as an open-source package. Please however be aware that many of the solvers within OPTI are licensed using different agreements to OPTI, thus ensure you are familiar with them before using OPTI in any commercial work, or generating products based on OPTI.