List of optimization software
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
- Analytica — optimization modeling software that incorporates state-of-the-art algorithms for linear and nonlinear optimization. Supports LP, NLP, QP, continuous and integer optimization.
- APMonitor — for large-scale, nonlinear, differential and algebraic optimization
- BARON — for global optimization of algebraic nonlinear and mixed-integer nonlinear problems
- 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
- LINGO — very intuitive for small-scale problems. Can do linear, nonlinear, quadratic, stochastic, and integer optimization
- modeFRONTIER — multidisciplinary design optimization, for computer-aided engineering
- Maple_(software) — Linear, quadratic, and nonlinear, continuous and integer optimization. Constrained and unconstrained. Global optimization with add-on toolbox.
- Mathematica — large-scale multivariate constrained and unconstrained, linear and nonlinear, continuous and integer optimization.
- MOSEK — linear, quadratic, conic and convex nonlinear, continuous and integer optimization.
- NMath — linear, quadratic and nonlinear programming
- IOSO — multidisciplinary design optimization, for computer-aided engineering
- OptimJ — Java based modeling language. Premium Edition includes support for Gurobi, Mosek and CPLEX solvers
- PottersWheel — Parameter estimation in ordinary differential equations (Matlab toolbox, free for academic use).
- S+NuOpt — S-PLUS-based solver used for a wide range of applications.
- 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.
- WORHP — a large-scale sparse solver for continuous nonlinear optimization.
- Xpress-Mosel by FICO — "ultra-large-scale" optimization with 64-bit support.
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.
- NOMAD — Black-Box optimization package.
- OptimJ — Java based modeling language. Free Edition includes support for lp_solve, GLPK and LP or MPS file formats
- PottersWheel — Parameter estimation in ordinary differential equations (Free Matlab toolbox for academic use).
- WORHP — free of charge for academic use.