# For
Optimization Researchers

## Free
Software at this Site:

·
MProbe software: for analyzing mathematical programs
of all types. For example, you can estimate the effectiveness of the
constraints, or the likelihood of reaching a global optimum, or sort
constraints in user-defined ways. Includes facilities for estimating the
"shape" (convex? concave? both? linear?) of nonlinear functions and
constrained regions having many variables.

·
MINOS(IIS): for analyzing infeasible
linear programs. You can find an Irreducible Infeasible Subset (IIS) of constraints, or determine a small number of constraints to
remove such that the remainder form a feasible set. MINOS(IIS) is a modified
version of the well-known MINOS 5.4 solver.

·
MPS File Reader: A windows object for
creating, editing, reading and writing MPS files (The
MPS file format is an old but durable format for saving linear and
mixed-integer programming models). Displays constraints and objective functions
in a natural human-readable form. Can evaluate functions directly and
return the values to the calling routine. Exposes over convenient
properties and methods.

·
AMPL Reader Object: A windows object for
reading optimization models specified in the AMPL language, and then exposing a
convenient set of properties and methods.

·
GAMS Reader Object: A windows object for
reading optimization models specified in the GAMS language, and then exposing a
convenient set of properties and methods.

## Free
Software at Other Sites:

·
NEOS: the “Network-Enabled Optimization System”, a
free on-line system for submitting optimization problems to a wide range of
solvers and receiving the solutions.

·
AMPL: a
modelling language for mathematical programming. Handles linear and nonlinear
programming, networks, integer programs etc. Allows linkages to multiple
solvers.

·
COIN-OR: the
Computational Infrastructure for Operations Research. A useful collection
of open-source optimization software.

## Other
Useful Sites:

·
The glossary of mathematical programming terms,
many not found in standard dictionaries of mathematics.

·
The linear programming FAQ page. Includes
pointers to software, test models, etc.

·
The nonlinear programming FAQ page. Includes
pointers to software, test models, etc.

·
Netlib homepage: the netlib
is a repository of optimization software and data sets. It's been around a long
time and has a lot of good material (for example, the library of infeasible LP models which
I contributed).

·
A collection of infeasible mixed-integer programs.

Back to Professor Chinneck’s
page.