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List of optimization software

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This is an old revision of this page, as edited by 206.180.155.75 (talk) at 11:07, 18 November 2010 (Freeware: Added link to additional free optimization software). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

Free and Open Source software

Name License Brief info
ALGENCAN GPL Fortran code for general nonlinear programming. Interfaces with AMPL, C/C++, CUTEr, Matlab, Python, Octave and R.
ASCEND GPL mathematical modelling system
COIN-OR SYMPHONY GPL integer programming
CUTEr GPL testing environment for optimization and linear algebra solvers
IPOPT CPL large scale nonlinear optimization for continuous system
L-BFGS BSD limited-memory quasi-Newton packages for large scale optimization
OpenOpt BSD free numerical optimization framework for solving NLP, LP, MILP, QP, etc.
Can involve Automatic differentiation via FuncDesigner.
GLPK GPL GNU Linear Programming Kit
NLopt MIT, LGPL single API for many local/global algorithms for nonlinear programming (interfaces for C/C++/Fortran/Matlab/Octave/Python/Scheme)

This article is about mathematical optimization problems. If you are looking for PC cleanup programs, go elsewhere.

Proprietary software

  • AIMMS — optimization modeling system, including GUI building facilities
  • AMPL — modelling language for large-scale linear, mixed integer and nonlinear optimization
  • CPLEX — integer, linear and quadratic programming
  • FortMP — integer, linear and quadratic programming
  • FortSP — stochastic programming
  • General Algebraic Modeling System
  • Inverse (program) — inverse and optimization problems
  • modeFRONTIER — multidisciplinary design optimization, for computer-aided engineering
  • IOSO — multidisciplinary design optimization, for computer-aided engineering
  • SNOPT — large-scale optimization problems
  • Unscrambler Optimizer product formulation and process optimization software
  • VisSim — a visual block diagram language for simulation and optimization of dynamical systems.

Freeware

  • AIMMS — free for academic use.
  • AMPL — free student license.
  • APMonitor — free online interface.
  • 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.