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GLPK - GLPK (GNU Linear Programming Kit) is intended for solving large-scale linear programming (LP), mixed integer programming (MIP), and other related problems. It is a set of routines written in ANSI C and organized in the form of a callable library. GLPK supports the GNU MathProg language, which is a subset of the AMPL language.
- LP_Solve
- What is lp_solve and what is it not? The simple answer is, lp_solve is a Mixed Integer Linear Programming (MILP) solver. It is a free (see LGPL for the GNU lesser general public license) linear (integer) programming solver based on the revised simplex method and the Branch-and-bound method for the integers. It contains full source, examples and manuals. lp_solve solves pure linear, (mixed) integer/binary, semi-continuous and special ordered sets (SOS) models. Note the word linear. This means that equations must be of the first order. 5 * x - 3 * y is an example. However x * y is not linear and cannot be handled by lp_solve. Both the objective function and the constraints have this restriction. Also see Ratios. Via the Branch-and-bound algorithm, it can handle integer variables (see integer variables), semi-continuous variables (see semi-continuous variables) and Special Ordered Sets (see Special Ordered Sets (SOS)). lp_solve has no limit on model size and accepts standard both lp or mps input files, but even that can be extended. Note however that some models could give lp_solve a hard time and will even fail to solve. The larger the model the likely the chance for that. But even commercial solvers have problems with that. It can also be called as a library from different languages like C, VB, .NET, Delphi, Excel, Java, ... It can also be called from AMPL via the lpsolve driver program. It can also be called from MATLAB, O-Matrix and Scilab via the a driver program. lp_solve is written in ANSI C and can be compiled on many different platforms like linux and WINDOWS.
- COIN-OR
- The Computational Infrastructure for Operations Research (COIN-OR) project is an initiative to spur the development of open-source software for the operations research community. Projects include linear and nonlinear optimization solvers and a tabu search framework.
- GOBLIN Graph Library
- A C++ library on graph optimization. The GUI includes a graph editor and can be used to run and to visualize the library algorithms.
LOPTI is mathematical optimization open source C++ library (mostly derivative-free) - There are three major parts. 1st and main part is solver-driver which either wraps external solver or uses LOPTI native solvers and presents to library user consistent and simple optimization API. 2nd part is collection of solvers. Currently 4 solvers are included (or supported): NEWUOA, CONDOR, Nelder-Mead (simplex) and Hook-Jeevs. All these solvers are derivative free and have open source (GPL or BSD like) licences. Some of them (Condor) are unchanged and treated as black-box. Some of them (NEWUOA - fortran source) went through heavy modification to interface with LOPTI. And other (Hook-Jeevs) were completely rewritten into LOPTI native solver. 3rd part is collection of object function and object function modifiers.
- GAlib
- GAlib contains a set of C++ genetic algorithm objects.
- OpenOpt
- Universal cross-platform (Win, Linux, Mac OS) Python-written numerical optimization toolbox. License: new BSD. Problems: NLP, LP, QP, SDP, SOCP, DFP(Non-linear Data Fit), NSP(nonsmooth), MILP, LSP, LLSP, MMP, GLP, MINLP etc. Connects to dozens of solvers (some are C- or Fortran-written). Provides graphic output of convergence and some more numerical optimization "MUST HAVE" features. Can involve automatic differentiation of FuncDesigner (http://openopt.org/FuncDesigner) models.
- QUALEX-MS
- QUick ALmost EXact Maximum Weight Clique/Independent Set Solver based on the Motzkin-Straus QP formulation
- COOOL
- An object-oriented optimization library
- EASY!
- EASY! is an easy to use fortran code for constrained and unconstrained non-linear optimization. Very large problems can be handled.
StarFLIP++ - A reusable iterative optimization library for combinatorial problems with fuzzy constraints
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