寻找c++中的优化算法来代替Excel求解器

since Excel Solver is quite slow to run on thousands of optimizations (the reason being that it uses the spreadsheet as interface), I'm trying to implement a similar (problem-specific) solver in C++ (with Visual Studio 2010, on a Win 7 64-bit platform). I would include the DLL via a Declare statement in VBA and already have experience in doing this, so this is not the problem.since Excel Solver is quite slow to run on thou