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Web Resources For Optimization

This document lists various free web resources for students of mathematical programming and optimization, including online solvers, downloadable modeling systems with solvers, free and open-source linear and mixed-integer linear programming codes, solver comparisons, tutorials, textbooks, and problem sets. Resources are grouped into categories such as on-line solvers, downloadable modeling systems, free linear programming codes, free mixed-integer linear programming codes, and other useful tools.

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David
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38 views

Web Resources For Optimization

This document lists various free web resources for students of mathematical programming and optimization, including online solvers, downloadable modeling systems with solvers, free and open-source linear and mixed-integer linear programming codes, solver comparisons, tutorials, textbooks, and problem sets. Resources are grouped into categories such as on-line solvers, downloadable modeling systems, free linear programming codes, free mixed-integer linear programming codes, and other useful tools.

Uploaded by

David
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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30/08/2017 Web Resources for Optimization

WEB RESOURCES FOR STUDENTS OF MATHEMATICAL PROGRAMMING, OPTIMIZATION, AND OPERATIONS RESEARCH
John W. Chinneck
Systems and Computer Engineering
Carleton University
O awa, Canada

ON-LINE SOLVERS (FREE):

NEOS: The Network-Enabled Op miza on System. An on-line system for submi ng and solving various kinds of op miza on problems, including LP, MIP, NLP, etc.

Wikipedia list of op miza on so ware, some of which are free.

Op miza on as an Internet Resource: paper in pdf format that includes numerous useful links to web resources for op miza on.

AMPL online : Create AMPL les o-line, then up-load and solve them at this site. A variety of solvers can be selected, including MINOS, SNOPT, Lancelot and others. Limited to 300 variables
and 300 constraints and 30 seconds of execu on me.

DOWNLOADABLE MODELLING SYSTEMS WHICH INCLUDE SOLVERS (FREE FOR STUDENT USE):

AMPL: Student edi ons of the AMPL modelling system for various pla orms. Demo-size edi ons of various commercial solvers are included in the download.

LINDO: Student edi ons of LP, NLP, and MILP solvers, plus the LINGO modelling language. Limited to 150 constraints and 300 variables. Windowed interface. The classic LINDO is easy to use
and suitable for homework assignments. Look for it on the downloads page: a manual is also available there. Classic LINDO is not available for the Macintosh; Mac users should download
LINGO, a system that includes a modelling language and associated solvers.

Maximal: Student edi on of the Maximal So ware modelling system (MPL) coupled with a student edi on of the CPLEX LP/MILP solver. Windowed interface. Limited to 300 variables and 300
constraints.

FREE AND OPEN SOURCE LINEAR PROGRAMMING CODES:

COIN-OR: h p://www.coin-or.org/projects/ has links to the CLP solver as well as many others for several classes of op miza on problems.

QSOPT: h p://www.isye.gatech.edu/~wcook/qsopt/

SOPLEX: h p://soplex.zib.de/

GLPK: h p://www.gnu.org/so ware/glpk/. GLPK is also available embedded in Octave, a free and open source MATLAB clone, at h p://www.gnu.org/so ware/octave/.

FREE AND OPEN-SOURCE MIXED-INTEGER LINEAR PROGRAMMING CODES:

CBC: h p://www.coin-or.org/projects/. CBC is a MIP framework that works with the CLP LP solver.
GLPK: h p://www.gnu.org/so ware/glpk/glpk.html. MIP capability is built into GLPK. GLPK is also available embedded in Octave, a free and open source MATLAB clone, at
http://www.sce.carleton.ca/faculty/chinneck/StudentOR.html 1/3
30/08/2017 Web Resources for Optimization

GLPK: h p://www.gnu.org/so ware/glpk/glpk.html. MIP capability is built into GLPK. GLPK is also available embedded in Octave, a free and open source MATLAB clone, at
h p://www.gnu.org/so ware/octave/.

LP_SOLVE: h p://lpsolve.sourceforge.net/. MIP capability is built into the LP_SOLVE.

MINTO: h p://coral.ie.lehigh.edu/~minto/. MINTO is a MIP framework which requires that a separate LP solver be a ached.

SCIP: h p://scip.zib.de/. SCIP is a MIP framework which requires that a separate LP solver be a ached. SCIP also incorporates many concepts from constraint programming.

SYMPHONY: h p://www.coin-or.org/projects/SYMPHONY.xml. SYMPHONY is a MIP framework that works with the CLP LP solver.

SOLVER COMPARISONS:
See Hans Mi elmann's benchmarks comparing commercial and non-commercial solvers in many categories to nd the one that will work best for you.

TUTORIALS, TEXTBOOKS, PROBLEM SETS:

Prac cal Op miza on: A Gentle Introduc on: Dra chapters from textbook. Covers linear programming and a bit of networks.

Advice on formula ng linear programs by using building blocks called formule es.

The linear programming FAQ page. Includes pointers to so ware, test models, etc.

The nonlinear programming FAQ page. Includes pointers to so ware, test models, etc.

The glossary of mathema cal programming terms, many not found in standard dic onaries of mathema cs.

Spreadsheet Op miza on: By Frontline Systems, which markets add-in solvers for Microso Excel.

Op miza on Modelling: By Maximal So ware, which markets the MPL language and a ached solvers.

JE Beasley's Tutorial ques ons and solu ons. See also Beasley's past exams without solu ons.

Bob Vanderbei's online LP book and exercises.

Carnegie-Mellon course notes and problem sets.

OTHER USEFUL TOOLS (FREE FOR STUDENT USE):

MINOS(IIS): A modied version of MINOS which can solve LPs, and which includes special rou nes for analyzing infeasible LPs. Limited to 300 constraints and 300 variables. MPS le input
only, which is not as convenient as a modelling language.

MProbe: for analyzing nonlinear func ons of high dimension, e.g. for convexity and concavity, range of func on values, constraint eec veness, etc.

Author's homepage.
http://www.sce.carleton.ca/faculty/chinneck/StudentOR.html 2/3
30/08/2017 Web Resources for Optimization

Author's homepage.
Last revised: September 14, 2016.

http://www.sce.carleton.ca/faculty/chinneck/StudentOR.html 3/3

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