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| Name of the Package | Author(s) | Purpose |
|---|---|---|
| APPSPACK | Tamara G. Kolda, Sandia National Labs, tgkolda@sandia.gov
Patricia D. Hough, Sandia National Labs, pdhough@sandia.gov Genetha Gray, Sandia National Labs, gagray@sandia.gov Josh Griffin, Sandia National Labs, jgriffi@sandia.gov R. Michael Lewis, College of William & Mary (cddlib interface) Robert Darwin (Sandia Summer Intern, 2004) Daniel Dunlavy (Sandia Summer Intern, 2001) H. Alton Patrick (Sandia Summer Intern, 2000) Sarah Brown (Sandia Summer Intern, 2000) | APPSPACK is serial or parallel, derivative-free optimization software for solving nonlinear unconstrained, bound-constrained, and linearly-constrained optimization problems, with possibly noisy and expensive objective functions. |
| CONOPT | Arne S. Drud, ARKI Consulting & Development, Denmark | Nonlinear Programming with Sparse Nonlinear Constraints. |
| COPL_LC | Yinyu Ye, Iowa University | Linearly Constrained Optimization |
| DONLP2 | Peter Spellucci,
Technical University Darmstadt, Germany | Minimization of smooth nonlinear functions subject to smooth constraints |
| EA3 | J.G. Ecker, Rensselaer Polytechnic Institute
M. Kupferschmid, Rensselaer Polytechnic Institute | Nonlinear Programming, Ellipsoid method |
| FSQP | Eliane R. Panier, University of Maryland
Andre Tits, University of Maryland Jian Zhou, Craig Lawrence | Multiple competing linear/nonlinear objective functions (minimax) with:
- linear/nonlinear inequality constraints. - linear/nonlinear equality constraints. |
| GRG2 | Leon Lasdon, The University of Texas at Austin | Nonlinear Programming |
| IPOPT | Andreas Waechter,
IBM T. J. Watson Research Center P.O. Box 218 Yorktown Heights, NY 10598 Lorenz T. Biegler, Yi-Dong Lang, Arvind Raghunathan Department of Chemical Engineering Carnegie Mellon University 5000 Forbes Avenue Pittsburgh, PA 15213, USA. | Large-Scale Nonlinear Optimization.
IPOPT |
| KNITRO | Richard Byrd, University of Colorado
Jorge Nocedal, Northwestern University, Evanston, Illinois Richard Waltz, Northwestern University, Evanston, Illinois Mary Beth Hribar Guanghui Lui with assistance from: Todd Plantenga, Sandia National Laboratories Marcelo Marazzi,Northwestern University, Evanston, Illinois | Nonlinear programming |
| LANCELOT | Andy Conn, IBM T.J. Watson Research Center, NY, USA
Nick Gould, Rutherford Appleton Laboratory, UK Philippe Toint, Facultés Universitaires Notre Dame de la Paix, Belgium | Large-scale Optimization |
| LSGRG2 | Leon Lasdon, The University of Texas at Austin | Large-scale Nonlinear Programming |
| LSSOL | Philip Gill, University of California, San Diego
Walter Murray, Stanford University Michael A. Saunders, Stanford University Margaret H. Wright, AT&T Bell Laboratories | Dense linear and quadratic programs (convex), and constrained linear least-squares problems. |
| MINOPT | C. Schweiger, Princeton University
Christodoulos A. Floudas, Princeton University | Linear, Mixed-Integer, Nonlinear, Dynamic, and Mixed-Integer Nonlinear Optimization |
| MINOS | Bruce A. Murtagh, University of New South Wales, Australia
Michael A. Saunders, Stanford University | Large-scale linear and nonlinear programs |
| MINQ | Arnold Neumaier, Universität Wien, Austria | Bound Constrained Indefinite Quadratic Programming |
| NITRO | Richard Byrd, University of Colorado, Boulder
Mary Hribar, Rice University Jorge Nocedal, Northwestern University, Evanston | Large-scale Nonlinear Programming |
| NLPQL | K. Schittkowski, University of Bayreuth, Germany | Nonlinear Optimization |
| NLPQLB | K. Schittkowski, University of Bayreuth, Germany | Smooth nonlinear programming with very many constraints |
| NLPSPR | John T. Betts, Boeing Computer Services
Paul D. Frank, Boeing Computer Services | Nonlinear Programming |
| NPSOL | Philip Gill, University of California, San Diego
Walter Murray, Stanford University Michael A. Saunders, Stanford University Margaret H. Wright, AT&T Bell Laboratories | Dense linear and nonlinear programs. |
| OPTIMA Library | M. C. Bartholomew-Biggs, University of Hertfordshire, United Kingdom | Unconstrained optimization, constrained optimization, sensitivity analysis |
| OPTPACK | William W. Hager, University of Florida | Unconstrained optimization and nonlinear constrained optimization |
| QPOPT | Philip Gill, University of California, San Diego
Walter Murray, Stanford University Michael A. Saunders, Stanford University | Dense linear and quadratic programs (non-convex). |
| SNOPT | Philip Gill, University of California, San Diego
Walter Murray, Stanford University Michael A. Saunders, Stanford University | Large-scale linear and nonlinear programs. |
| SolvOpt | Alexei V. Kuntsevich, Karl-Franzens Universität Graz, Austria
Franz Kappel | Nonlinear Optimization, possibly non-smooth |
| SPENBAR | Neculai Andrei, Research Institute for Informatics, Romania | Nonlinear Programming |
| SQOPT | Philip Gill, University of California, San Diego
Walter Murray, Stanford University Michael A. Saunders, Stanford University | Large-scale linear and quadratic programs. |
| TANGO | J. M. Martínez, UNICAMP, Brazil E. G. Birgin, University of São Paulo, Brazil | Trustable Algorithms for Nonlinear General Optimization |
| TOLMIN | M.J.D. Powell, Cambridge University, England | Linearly Constrained Optimization |
| TRON | Chih-Jen Lin,National Taiwan University.
Jorge Moré, Argonne National Laboratory. | Large bound-constrained optimization problems. |
| PENOPT | Michal Kocvara
Michael Stingl PENOPT GbR Georg-Geyer-Ring 5 95643 Tirschenreuth, Germany phone: +49-9631-798688 fax: +49-9631-798689 email: contact@penopt.com |
* nonlinear programming: PENNLP for general (smooth) large-scale nonlinear optimization and one of the fastest codes for (smooth) convex optimization.
* linear semidefinite programming: PENSDP solves optimization problems with linear matrix inequality constraints. It is one of the most efficient codes available for large-scale sparse problems. * bilinear matrix inequalities: PENBMI is the first available code that (locally) solves optimization problems with bilinear matrix inequality constraints. |