Below is a list of links to commonly used optimization software, and other useful optimization-related sites.
IPOPT

solves general nonlinear programs using a primal-dual interior-point approach globalized by a filter;

KNITRO

solves general nonlinear programs using a primal-dual interior-point approach globalized by trust regions;

MINOS

solves general nonlinear programs, preferably with sparse constraints, by linearizing the nonlinear contributions so efficient LP techniques may be applied;

LOQO

solves general nonlinear programs using an infeasible primal-dual predictor-corrector approach;

SNOPT

solves general nonlinear programs using a sparse SQP algorithm with limited-memory quasi-Newton approximations to the Hessian;

FilterSQP

solves general nonlinear programs using SQP approximations at each step and promotes convergence using a filter;

NEOS

is a web-based server to a collection of optimization software, allowing for online submission of problems. It also contains a guide to optimization software;

Benchmarks, by Hans Mittleman,

which compare many popular solvers, along with a decision tree for optimization software;