title: sparse non-negative least squares in C++
body: <p>I'm looking for a software package to solve a <em>very large</em>, sparse non-linear least squares problem in C++.  I've come across a large number of modern linalg libraries in C++ (eigen, armadillo, boost, etc.), but none seem to have such a solver (or even a regular least-squares solver) built in.  I'd really like to avoid a bunch of messy calls to an old C / Fortran interface if possible. Thanks! </p>