I’m working on a project in which, given a vector of parameters `θ`

, I have to solve a nonlinear system of equations that involve some integrals. After solving the system, I need to optimize with respect to `θ`

to obtain optimal parameter values that fit some data. That means that I have to solve that system of equations many times.

I have not used any packages for integration, but I have used `Optim.jl`

and `NLsolve.jl`

in the past. However it’s been a while since I last worked with those packages and I’m wondering if they are still the best in Julia. Also, I’m looking for suggestions of what other packages I should look at. I know that there is `GalacticOptim.jl`

and `Quadrature.jl`

that wrap many other optimization and integration packages, any others? And what about nl solvers? What packages should I look at that play nice with `Optim`

or `GalacticOptim`

, `Quadrature`

and `NLsolve`

?