List of optimization software

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Contents

[edit] Free and Open Source software

  • ALGENCAN — Fortran code for general nonlinear programming. Interfaces with AMPL, C/C++, CUTEr, Matlab, Python, Octave and R.
  • ASCEND — mathematical modelling system
  • COIN-OR SYMPHONY — integer programming, Common Public License
  • CUTEr — testing environment for optimization and linear algebra solvers
  • Investigative Optimization Library — BSD license
  • IPOPT— large scale nonlinear optimization for continuous systems, CPL
  • L-BFGS — limited-memory quasi-Newton packages for large scale optimization, BSD-like license
  • OpenOpt (license: BSD) — toolbox with connections to lots of solvers, for Python language programmers

[edit] Proprietary software

  • AIMMS — optimization modeling system, including GUI building facilities
  • BootVis
  • CPLEX — integer, linear and quadratic programming
  • Contig (defragmentation utility)
  • General Algebraic Modeling System
  • Inverse (program) — inverse and optimization problems
  • modeFRONTIER — multidistciplinary design optimization, for computer-aided engineering
  • IOSO — multidisciplinary design optimization, for computer-aided engineering
  • SNOPT — large-scale optimization problems
  • SoftRAM — PC optimization, Microsoft Windows
  • TOMLAB — optimization environment platform for solving applied optimization problems in MATLAB
  • TOMNET — just like TOMLAB, but in Microsoft .NET
  • WARP — performance product for IBM mainframes, now defunct.

[edit] Shareware

  • System Mechanic — PC optimization, Microsoft Windows

[edit] Freeware

  • Galahad library — free for academic use
  • KNITRO — large-scale mathematical optimization problems. Freeware for non-commercial uses.
  • MINTO — integer programming solver using branch and bound algorithm. Freeware for personal use.
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