Curvi - Solves nonlinear optimization problems. [Commercial]
Decision Tree for Optimization Software - Linear and non-linear optimization, constrained and unconstrained. Mainly Fortran 77 but some in C.
Galahad - Thread-safe library of Fortran 90 packages for solving nonlinear optimization problems, covering unconstrained and bound-constrained optimization, quadratic programming, nonlinear programming, systems of nonlinear equations and inequalities, and nonlinear least squares problems.
Global Optimization - Links to global optimization code, mainly in Fortran 77 and C, but some links to local minimizers as well.
Klaus Schittkowski's Optimization Software - Nonlinear programming codes: SQP, least squares, multicriteria optimization, data fitting in ODEs, DAEs, PDEs, PDAEs.
Optimization Software Developed by J. Nocedal's Research Team - KNITRO, General Nonlinear Programming Solver; L-BFGS, Limited Memory Codes; PREQN, Preconditioning the Conjugate Gradient Method; and CG+, Conjugate Gradient Software.
TRON - Trust region Newton method for the solution of large bound-constrained optimization problems, by Chih-Jen Lin and Jorge Moré.
Linear Programming - Ratfor code for the primal-dual log barrier form of the interior point LP solver of Lustig, Marsten and Shanno, ORSA J Opt 1992.
Fortran Genetic Algorithm - Initializes a random sample of individuals with different parameters to be optimized using the genetic algorithm approach -- evolution via survival of the fittest. By David Carroll.
Ladislav Luksan Optimization Code - Fortran 77 codes for nondifferentiable, large-scale, or dense nonlinear optimization.
Network Optimization Codes - By Dimitri P. Bertsekas.
Netflow - Codes for network optimization.
Lancelot - Fortran 77 package for solving unconstrained and constrained optimization problems, systems of nonlinear equations, and nonlinear least-squares problems.
CirCut - Fortran 90 package for finding approximate solutions of certain binary quadratic programs, currently including the Max-Cut and the Max-Bisection problems.
Quadratic Assignment Problem Library (QAPLIB) - By R.E. Burkard, E. Çela, S.E. Karisch and F. Rendl.
Stanford Business Software - Sells Fortran 77 optimization codes MINOS (linear programming and nonlinear optimization), SNOPT (large-scale quadratic and nonlinear programming), NPSOL (nonlinear programming), LSSOL (Linearly constrained linear least squares problems and convex quadratic programmmin), and QPOPT (linear and quadratic programming).
DONLP2 - Programs by Peter Spellucci for nonlinear programming.
Modulopt Optimization Routines - Fortran 77 codes for unconstrained, bound constrained, and nonlinearly constrained optimization.
Minpack - Fortran 77 code for solving nonlinear equations and nonlinear least squares problems. Five algorithmic paths each include a core subroutine and an easy-to-use driver. The algorithms proceed either from an analytic specification of the Jacobian matrix or directly from the problem functions.
Projection-Type Methods for Large Quadratic Programs - Fortran 77 code by Valentia Ruggiero for large and sparse convex quadratic programs.
Opt - Optimization codes at Netlib.
Constrained and Unconstrained Testing Environment, revisted (CUTEr) - Testing environment for optimization and linear algebra solvers. The package contains a collection of test problems, along with Fortran 77, Fortran 90/95 and Matlab tools intended to help developers design, compare and improve new and existing solvers.
Differential Evolution - Fortran 90 code implementing the Differential Evolution method, a simple but powerful population-based, stochastic function minimizer.
Feasible Sequential Quadratic Programming (FSQP) - Code for minimization of the maximum of a set of smooth objective functions subject to general smooth constraints.
Pikaiai - General-purpose optimization subroutine based on a genetic algorithm, in Fortran 90.
MINPACK-2 - Optimization algorithms and software for high-performance computers. The software includes subroutines for the solution of systems of nonlinear equations, nonlinear least squares problems, and minimization problems. Code can be downloaded from ftp://info.mcs.anl.gov/pub/MINPACK-2/.
Nonsmooth optimization subgradient method with variable metric and stepsize control - Fortran 77 code by S. P. Uryasev. A similar code is at http://www.ise.ufl.edu/uryasev/varg.txt .
Discrete Linear Optimization - Fortran 90 code by Richard J. Hanson to solve knapsack problems with bounds.
SUBPLEX - Subspace-searching simplex method for the unconstrained optimization of general multivariate functions, generalizing the Nelder-Mead simplex method.
TANGO Project - Fortran 77 routines for Optimization developed at the Department of Applied Mathematics of the State University of Campinas and at the Department of Computer Science of the University of São Paulo, under the coordination of Professor J. M. Martínez. Only well-established methods are included. The codes are easy to use and require minimum previous knowledge.
Experimental and Agent-Based Computational Economics - Fortran 77 programs for the Repulsive Particle Swarm, Differential Evolution, Real coded Genetic Algorithm, Simulated Annealing, and Generalized Simulated Annealing methods. Code for fittting the logarithmic spiral and for the Maximum Entropy Leuven Estimator for Multicollinearity.
Generalized Simulated Annealing - Site discusses algorithm and has link to zip file with Fortran 77 code.
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