optimization software

YALMIP Wiki
YALMIP is a modelling language for advanced modeling and solution of convex and nonconvex optimization problems. It is implemented as a free toolbox for MATLAB.
http://control.ee.ethz.ch/~joloef/wiki/pmwiki.php

The MOSEK Optimization Software
http://www.mosek.com/
As a student, request a license for free.