Non-linear Least Squares Optimization Library for C [closed]

Question

I'm looking for a library in C that will do optimization of an objective function (preferrably Levenberg-Marquardt algorithm) and will support box constraints, linear inequality constraints and non-linear inequality constraints.

I've tried several libraries already, but none of them do employ the necessary constraint types for my application:

• GNU GSL (does not support constraints at all)
• cMPFIT (only supports box constraints)
• levmar (does not support non-linear constraints at all)

I am currently exploring NLopt, but I'm not sure if I can achieve a least-squares approach with any of the supplied algorithms.

I find it hard to believe that there's not a single library supporting the full range of constraints in this problem, so I guess I did a mistake somewhere while googling.

I recently discovered I can call Matlab functions from C. While that would solve the problem quite easily, I don't want to have to call Matlab functions from C. It's not fast in my experience.

Any help will be greatly appreciated.