Optimization Software Guide

A discussion of the developments in optimization theory and the software packages that incorporate the results of theoretical research.

Jorge J. Moré (Author), Stephen J. Wright (Author)

9780898713220

Paperback / softback, published 31 December 1994

166 pages
25.3 x 17.4 x 0.9 cm, 0.312 kg

'This is the book for the busy man or woman who is looking for a piece of software without having the time to learn everything about mathematical programming. The first part introduces the mathematical models that can be solved by the codes summarized in the second part. The program descriptions have been collected from the authors of the software … The book should be on the desk of everybody who has to solve a practical optimization problem, e.g., in engineering sciences, operations research, natural sciences.' Klaus Schittkowski, Mathematisches Institut, Universitaet Bayreuth

Developments in optimization theory, including emphasis on large problems and on interior-point methods for linear programming, have begun to appear in production software. Here is a reference tool that includes discussions of these areas and names software packages that incorporate the results of theoretical research. After an introduction to the major problem areas in optimization and an outline of the algorithms used to solve them, a data sheet is presented for each of the 75 software packages and libraries in the authors' survey. These include information on the capabilities of the packages, how to obtain them, and addresses for further information. Standard optimization paradigms are addressed - linear, quadratic, and nonlinear programming; network optimization; unconstrained and bound-constrained optimization; least-squares problems; nonlinear equations; and integer programming. The most practical algorithms for the major fields of numerical optimization are outlined, and the software packages in which they are implemented are described.

Preface
Part I. Overview of Algorithms. 1. Optimization Problems and Software
2. Unconstrained Optimization
3.Nonlinear Least Squares
4. Nonlinear Equations
5. Linear Programming
6. Quadratic Programming
7. Bound-Constrained Optimization
8. Constrained Optimization
9. Network Optimization
10. Integer Programming
Chapter 11. Miscellaneous Optimization Problems
Part II: Software Packages. AMPL
BQPD
BT
BTN
CNM
CONOPT
CONSOL-OPTCAD
CPLEX
C-WHIZ
DFNLP
DOC
DOT
FortLP
FSQP
GAMS
GAUSS
GENESIS
GENOS
GINO
GRG2
HOMPACK
IMSL Fortran and C Library
LAMPS
LANCELOT
LBFGS
LINDO
LINGO
LNOS
LPsolver
LSGRG2
LSNNO
LSSOL
M1QN2 and M1QN3
MATLAB
MINOS
MINPACK-1
MIPIII
MODULOPT
NAG C library
NAG Fortran Library
NETFLOW
NETSOLVE
NITSOL
NLPE
NLPQL
NLPQLB
NLSFIT
NLSSOL
NLPSPR
NPSOL
OB1
ODRPACK
OPSYC
OptiA
OPTIMA Library
OPTPACK
OSL
PC- PROG
PITCON
PORT 3
PROC NLP
Q01SUBS
QAPP
QPOPT
SPEAKEASY
SQP
TENMIN
TENSOLVE
TN/TNBC
TNPACK
UNCMIN
VE08
VE10
VIG and VIMDA
What's Best!
Appendix: Internet Software
References.

Subject Areas: Miscellaneous items [WZ]