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.