Decision Tree for Optimization Software

### The Constrained NLO Problem

The Problem:
min f(x) subject to h(x)=0, g(x)>=0,
n=dim(x), m=dim(g), p=dim(h).

The picture shows feasible domain and level sets for

 f(x)=x1^2+x2^2, g(x)=(x1^2-x2,x2^2-x1) .

Infeasible points are shown in dark brown and the levels of f are shown in the feasible domain.

You'll find several sections:

### The LP-problem: f, g, h linear in x

The LP-problem is often very high-dimensional. Several tools are necessary to deal with such problems. Some are listed here:

 A free MILP modeling environment using lp_solve as MILP solver and SWI-Prolog The description of the most widely used LP input format An MPS reader for Windows a utility to convert this LP format to (and from) MPS; Windows/Unix executables a utility (extracted from lp_solve) to convert the simple LP format to (and from) MPS A general branch&cut library for mixed integer capability (C++, source and binaries for Linux&Solaris, CPLEX-8 or Soplex, has a simple TSP solver as demonstration example)
 SCIP Framework for Constraint Integer Programming, links to CPLEX, SOPLEX, or CLP as LP solver (C) lp_solve C source, various binaries, and interfaces Borland-Pascal sources, DOS/WIN binaries BonsaiG C, B&B, dynamic LP, partial arc consistency algorithm, binaries MOMIP B&B&cut, Win95 binary, binaries MINTO B&C, Unix/Win binaries, using CPLEX or Clp; AMPL interface PICO (part of ACRO) B&C, using CPLEX, GLPK, or SOPLEX; AMPL interface MOSEK Simplex/IPM, Matlab, AMPL, GAMS interfaces, student license GLPK GNU LP library, B&B, dual/revised simplex, interior point, C, Windows-executables, Matlab interface, Java interface. R interface, Python interface CBC Simple branch&cut solver, part of COIN-OR (C++) SYMPHONY callable library for solving mixed-integer linear programs, uses Clp as default LP solver (C) ProLin MILP solver, GUI, Windows executable, user's guide (in Portuguese) CPLEXINT Matlab interface to CPLEX (source and binaries) MATLOG (MATLAB) The milp.m solver (needs lp.m from Matlab optimization toolbox) SCIL Symbolic Constraints in Integer Linear programming (C++) FEASPUMP The Feasibility Pump for finding a feasible solution; needs CPLEX (C++) MIPTS Tabu search heuristic for MIP; MPS, AMPL, CPLEX-LP input (C)

PURE LP SOLVERS: most allow input in MPS format:

 CLP the COIN LP code, simplex (C++) PyCOIN Python interface to CLP (maybe more COIN solvers) QSopt Simplex based; executables, library for Windows/Unix, free for research&education, Concorde interface, Mex interface SOPLEX Simplex based, C++ BPMPD interior point method, Win32-version, Unix-binaries (version 2.21), Unix-libraries (version 2.21), BPMPD_MEX , netlib-source (version 2.11, f77), C-version (version 2.11, f2c), AMPL interface HOPDM local version of code (interior point method using predictor-corrector-steps of higher order), HOPDM_C (f2c-converted version, includes f2c-library), IIASA-archive (C++/f77, dynamic memory allocation, binaries for Solaris and win95 only) PCx interior point method, f77/C, binaries for major platforms LOQO interior point method, C, student binaries, executables for major platforms, work for two months w/o license, AMPL interface, Matlab interface COPL-LP interior point method, includes crossover, DOS executable, HP binary, Linux binary interior point method, also MAT or LPP formats (Matlab) interior and simplex LP-solver published in conjunction with Vanderbei's book, C predictor-corrector interior point code, SciLab or Matlab homogeneous self-dual interior point code, Matlab MINOS the long standing simplex based REFERENCE-implementation Multi-objective LP (Win95 and Solaris binaries only, includes tutorial models, based on HOPDM and MOMIP) Constraint reduction for linear programs with many inequality constraints; paper and Matlab file Matlab interior point code specifically for LPs with many inequality constraints such as from a fine discretization of a semi-infinite LP

### Polyhedral Codes

 Polyhedral codes in C/C++ Matlab interface to CDD Polyhedral codes in C Avis's list Komei Fukuda's explanations

### Exact LP Solvers

 EXLP Rational (exact) primal/dual simplex solver; needs GNU MP (C) QSopt-Exact Rational (exact) primal/dual simplex solver; libraries, executables (C)

### Stochastic LP Solvers

Most accept input in SMPS format

 SMPS reader by Gus Gassman, in f90 det2sto Downloadable Perl script to generate deterministic equivalent in AMPL format; websubmission MSLiP A Multistage Stochastic Linear Programming Code, available for research and teaching purposes from Horand I. Gassmann BNBS for multi-stage problems, uses CPLEX, SOPLEX, or GLPK as LP solver (C/C++) SLP-IOR based on GAMS, large solver library, free for academic use DDSIP Dual decomposition in two-stage stochastic mixed-integer programming, needs CPLEX lib (GPL, C)

### The QP problem: f quadratic, (non)convex, g, h linear

Only bound constraints:

 gpcg More&Toraldo's method combining cg with gradient projection BoxQP package by H.B. Nielsen et al (f77, paper) General definite and bound constrained indefinite quadratic programming (in Matlab)

Only equality constraints ( m = 0):

 toms/559 also for nonconvex f, provided the projected Hessian is positive definite

n not too large, strictly convex

 qpOASES online active set solver, works well for model predictive control (C++, Matlab/R/SciLab interfaces) dualqp f77 version of Spellucci's Goldfarb-Idnani dual QP solver QPC Active set and interior point, in C, callable from Matlab QuadProg++ C++ code for Goldfarb-Idnani dual QP QP_solver exact QP solver, part of CGAL (C++)

n not too large, not necessarily convex

 NewtonKKTqp indefinite QP solver, interior point (Matlab) IQP indefinite QP package (in Port lib) SPSOLQP indefinite QP solver, interior point (Matlab) QuadProgBB indefinite QP solver, Matlab/MEX

n large

 QPS (ext. MPS format) from BPMPD CONV_QP various methods for sparse convex QP (f77) MSS Matlab software for large-scale trust-region subproblems LSTRS Matlab software for large-scale trust-region subproblems and regularization COPL_QP interior point, convex problems, C, ext. MPS input, user's guide BPMPD convex problems, ext. MPS input, Win-95 version, BPMPD_MEX , Unix-libraries, Unix-binaries MOSEK interior point, Win, Linux, Solaris binaries, ext. MPS input including quadratic constraints or through Matlab, student license OOQP object oriented C++ package, interior point, convex problems, needs MA27/57 from HSL archive GALAHAD QPA/QPB active set and IPM solvers, AMPL and ext. MPS(SIF) input HOPDM extension of LP-code, convex problems, ext. MPS input QHOPDM extension of HOPDM, ext. MPS input, matrix in quadratic term must be given as FTF LOQO interior point method, C, executables for major platforms, work for several months w/o license, AMPL interface, Matlab interface RAL-QP more QP codes (from the NA group at Rutherford Appleton Labs)

Software for specific quadratic programming problems:
 GPDT Parallel Gradient Projection-based Decomposition Technique for SVM, also serial, Linux binary & C++ source OptiML f77 and C++ software for 2-norm soft margin SVM plus C++ code for the sparse inverse covariance problem OOQP C++ package includes solver for SVM and Huber regression problems

 MIQPBB branch&bound code PICOS Python Interface for Conic Optimization Solvers YALMIP Matlab toolbox for rapid prototyping of optimization problems, supports many solvers; B&B for mixed integer problems MIQP 0-1 only, needs LP/QP solver, e.g. linprog/quadprog (Matlab) MOSEK ext. MPS input, Win, Linux, Solaris binaries, Matlab, quadratic constraints, student license

### SDP&SOCP (semidefinite and second-order cone programming)

Cone World initiative by GAMS

Linear semidefinite programming (SDP) solvers

 SparseCoLo Matlab package for exploiting sparsity in linear and nonlinear matrix inequalities via positive semidefinite matrix completion SMCP Python Extension for Sparse Matrix Cone Programs ConicBundle A bundle method for minimizing the sum of convex functions given by oracles or from Lagrangian relaxation (C++, GPL) SDPHA A Matlab package for a homogeneous primal-dual method SCIP-SDP An SDP Plugin for SCIP; solves MISDP CSDP A library for semidefinite programming, predictor-corrector version of algorithm by Helmberg, Rendl, Vanderbei, and Wolkowicz (C) DSDP Dual-scaling algorithm (C, Matlab interface, parallel version) SDPA Solves semidefinite programs utilizing a Mehrotra-type predictor-corrector step, uses sparse matrix structure, includes documentation (C++), Matlab and MPI parallel versions PENSDP Penalty/barrier method for linear semidefinite programming, SDPA format input, SDPLR solves large-scale SDP problems (C) SDPSOL Solves c^Tx-log(detG(x)) subject to the linear matrix inequality constraints G(x)>0, F(x)>0, subsumes LP, QP, and other convex problems, includes the author's SP and programs for which sources are available, binaries for major platforms, very convenient to use with Matlab MPRW Boundary Point Method, Random SDP generators (Matlab) VSDP Matlab package for verified SDP. Needs INTLAB and SDPT3 or SDPA. MAXDET Software for Determinant Maximization Problems (C; Matlab interface) rmd Rigorous MAXDET; wrapper for above code (C++) CUTSDP A Toolbox for a Cutting-Plane Approach Based on Semidefinite Programming (C)

Nonlinear semidefinite programming (SDP) solvers

 PENLAB Open source version of PENNON, also for NLP (Matlab) PENBMI Program for problems with quadratic objective and bilinear matrix inequality constraints (C) QSDP MATLAB software for convex quadratic semidefinite programming

SOCP solvers (second order cone problems, not SDP)

 ECOS Embedded Conic Solver (Ansi-C, interfaces to Matlab, CVX, Python, library-free) software for second order cone programming (C and Matlab) LOQO interior point method, C, student binaries, executables for major platforms, work for two months w/o license, AMPL interface, Matlab interface

SQL solvers (semidefinite, quadratic, linear problems, includes SDP, SOCP)

 SeDuMi Matlab toolbox for solving optimization problems over symmetric cones SDPT3-4.0 Matlab implementation of infeasible path-following algorithms with Mehrotra type predictor-corrector and two types of search directions. MOSEK Interior point code for LP, QP, and conic programming. Extended MPS or Matlab input, student license ECOS open-source lightweight conic solver written in C for SDP and SOCP on embedded systems SDPpack Primal-dual Mehrotra type predictor-corrector scheme, test for degeneracy and other additions, of historical interest

SDP solvers for discrete optimization problems

 BiqCrunch A semidefinite branch-and-bound method for solving binary quadratic problems COPL_SDP solves various cut problems, uses dual scaling method(C) COPL_DSDP mixed integer linear semidefinite problems, enhanced COPL_SDP, MPS-like input (C) Max-AO solves SDP relaxations of maximum stable set and maximum clique problems, graph input (C) KYPD solves special KYP SDP problems, needs Yalmip and SeDuMi (Matlab)

Applications of SDP/SQL/SOCP

 TFOCS Templates for first order conic solvers (Matlab) MVU Maximum Variance Unfolding and other machine learning codes (Matlab) SFSDP MATLAB software for sparse sensor network localization (needs SeDuMi) SNLSDP MATLAB software for sensor network localization Sensor Location M and P files for relaxed and full SDP approaches to network sensor location (needs SeDuMi), Matlab DSPCA Matlab package for sparse principal component analysis PICOS Python Interface for Conic Optimization Solvers YALMIP Matlab toolbox for rapid prototyping of optimization problems, supports many solvers; B&B for mixed integer problems xLMI freely available Matlab LMI solver LMITOOL LMI parser, part of Scilab LMIRANK Matlab toolbox for solving rank-constrained LMI problems Matrix completions Using SDP to solve the PSD and the Euclidean distance matrix completion problems (Matlab) Matlab toolbox to optimize FIR filters and similar structures; needs SeDuMi or LOQO or other SparsePOP Sparse SDP Relaxation of Polynomial Optimization Problems (Matlab) GloptiPoly Polynomial objective and constraints, integer variables, needs SeDuMi (Matlab, GPL) Matlab toolbox to solve sum of squares polynomial problems; needs SeDuMi and Matlab's symbolic toolbox (GPL)

### Geometric programming

 GGPLAB Interior point method for GP and generalized GP (Matlab) MOSEK Interior point method, AMPL, GAMS, Matlab, student license Primal-dual interior point method, includes user's guide

### Robust Optimization

 ROME Robust Optimization Made Easy, modeling language and solver, needs CPLEX, or MOSEK, or SDPT3 (Matlab) YALMIP Extensive tutorial with sample scripts; LP, SDP, SOCP, SoS etc (Matlab)

### Using function values only

The functions f, g, h are not necessarily smooth. Only function values required.

 DirectSearch for local/global minimization, multi-objective optimization, nonlinear systems, data fitting (Maple) Powell's f77 code for problems with linear inequality constraints (moderate number of variables) CONDOR parallel, constrained version of Powell's UOBYQA; SIF, AMPL, XML interfaces (C++) The functions depend on few variables (some hundred at most). An SLP method with estimation of gradients by linear interpolation of the individual functions on moving simplices, l_infinity exact penalty function as merit function. Inequality constraints only. M. Powell's paper on Direct Search Methods DFO derivative free method of Conn, Scheinberg, and Toint NOMAD LGPL-licensed code to do generalized pattern search for nonlinear and mixed variable optimization (C++) NOMADm research version of NOMAD (Matlab, part of OPTI Toolbox) EI-AL hybrid EI-AL method part of the laGP package (R) GANSO several methods for global&nonsmooth problems (C/C++)

In the following it is assumed that f, g, h, are differentiable.

### f general, bound constraints only

 BOBYQA Powell's bound-constrained optimization by quadratic approximation (f77) C#-version SDBOX derivative-free method (f90 and C) fminsearchbnd bound-constrained version of fminsearch (Matlab) ASA_CG bound-constrained version of CG_DESCENT (f77/C) use tnbc from this package, truncated Newton method using the Lanczos-process, n should be not too large since identification of binding constraints works inefficiently (classical active set method) ve08 for separable convex f , structured quasi Newton method (Toint-Griewank) a limited memory quasi Newton (BFGS) method combined with gradient projection for bound constrained problems; directory contains software, drivers and a user's manual trust region Newton, preconditioned cg, projected search f90-version truncated Newton method using the Lanczos process with direct computation of a truncated spectral decomposition, uses a so called three directions method from Heinrich, uses directions of negative curvature. for large dimensional problems. Routines for LBFGS and Levenberg-Marquardt in 6 languages Several limited memory f77-routines; also for least squares Several codes (BFGS, CG), also nonnegativity constraints, applications

### General linear constraints

 COPL_LC f convex, interior point method, needs Hessian COPL_LC f convex, interior point method, needs Hessian PDCO f separable convex, primal-dual interior point method (Matlab) BlockIP optimization package for large convex block-angular problems (C++)

Most methods for general constraints use an exact nondifferentiable penalty function like the L1-penalty function. The following picture shows this function with weight 1 for h and weights 2 for g1 and g2 with f(x)=x1+x2, h(x)=x1^2+x2^2-1, g1(x)=x1, g2(x)=x2. It shows some of the intricacies involved in using these functions: not only the nondifferentiability, but also the possible occurrence of infeasible local minimizers. The problem has the two solutions (1,0) with multipliers (0.5,0,1) and (0,1) with multipliers (0.5,1,0). Hence the weights are large enough to make these strict local minima of the penalty function. But three more infeasible minima with the same function value 1 occur at (0,0), (-1,0) and (0,-1).

### General nonlinear constraints, convex problems

 Java code for convex optimization Matlab package for disciplined convex optimization CVXOPT Python Software for Convex Optimization NLPHOPDM interior point method, solves convex nonlinear problems, AMPL, GAMS, CUTEr/SIF interface SPG Spectral Projected Gradient method, interfaces to AMPL, C/C++, Matlab, Python, Octave, R MOSEK solves convex, twice differentiable problems, GAMS, Matlab, and AMPL interface, student license

### General nonlinear constraints, dense linear algebra

 a SQP/SECQP - method, very fast for regular problems, f77, f90, Ansi-C, exact/numerical/automatic gradients, and ps-files on mathematical background AMPL interface, guide to AMPL version Student binaries of DONLP2 with AMPL for different architectures LIONsolver reactive search, free for research SDPEN derivative free sequential penalty method for inequality constrained problems (f90) SOLNP Matlab-SQP solver, IP solver for QP's, includes manual FFSQP(f77)rFSQP,CFSQP(C) specifically strong for many inequality constraints; generates iterates which are feasible with respect to inequality constraints, equality constraints split into two inequalities, one dealt with as constraint, the other transferred into a penalty term, ADIFOR interface for automatic differentiation. AMPL interface to CFSQP CONMAX uses ODE's to generate search direction followed by Newton to correct back to feasible region, authors claim it is very robust but somewhat slow. CONMIN old code by Vanderplaats (f90)

### General nonlinear constraints, sparse linear algebra for high dimensional problems

Several codes have a CUTEr/SIF interface.

 PENLAB Open source version of PENNON (Matlab) transforms a general problem into one with nonlinear equality constraints and bound constraints on (some) variables and solves this using a modification of the Hestenes-Powell multiplier method (book: Conn&Gould&Toint: LANCELOT . Springer Series in Comp. Math. 17) AMPL interface LANCELOT-B part of GALAHAD, updated version, f90 HQP/OMUSES motivated by discrete-time optimal control problems, solves general NLP using Powell's or Schittkowski's SQP with Newton-type barrier QP solver, needs Tcl; C++, SIF, or ASCEND input SNOPT solves large-scale linear and nonlinear problems; especially recommended if some of the constraints are highly nonlinear, or constraints respectively their gradients are costly to evaluate and second derivative information is unavailable or hard to obtain; assumes that the number of "free" variables is modest. AMPL&Matlab interfaces MINOS also capable of solving nonlinear problems, but not to be recommended for strong nonlinearities, AMPL interface KNITRO trust region interior point method, efficient for NLPs of all sizes, various interfaces IPOPT interior point method for large NLP, AMPL&Matlab&Python interfaces (C++) IPFILTER primal-dual interior point filter method for large NLP, AMPL&SIF&Fortran interfaces (f95) LOQO interior point method, C, executables for major platforms, work for several months w/o license, AMPL interface, Matlab interface PENNON Penalty-barrier code for large general NLPs, AMPL interface nlpy Python package for LP/NLP utilizing Fortran sources and external software IP-PCG interior point method for large NLP, partial AMPL interface (f95) ALGENCAN Augmented Lagrangian type method, interfaces to AMPL, C/C++, Matlab, Python, Octave, R SQPlab Matlab package for general NLP; needs optimization toolbox or MOSEK

### Mathematical Problems with Equilibrium Constraints (MPECs)

 IPOPT interior point method for large NLP, AMPL interface (C++) KNITRO trust region interior point method, efficient for NLP's of all sizes, various interfaces LOQO interior point method, C, student binaries, executables for major platforms, work for two months w/o license, AMPL interface, Matlab interface

### Minimization of Nonsmooth Functions

 SLQP-GS Sequential Linear or Quadratic Programming with Gradient Sampling (Matlab) OBOE Oracle-Based Optimization Engine for convex problems, uses Proximal-ACCPM interior point method, C++ SolvOpt Solves nonsmooth unconstrained and constrained problems of moderate dimensions. Matlab m-files, Fortran and C source available. NDA Four different routines for Lipschitz continuous functions subject to linear constraints and for (small) minimax problems

### Semi-infinite Programming

 NSIPS Three different methods (discretization, interior point, SQP dual), uses author's special AMPL interface (C source and Win-binaries) CSIP Matlab code for convex semi-infinite programming; AMPL interface

### Mixed Integer Nonlinear Programming

 DFL derivative-free codes for bound and inequality constrained problems (f90) Cyber-Infrastructure for MINLP Meta site for MINLP MINLP World forum with links to solvers, problem libraries etc BonMin hybrid code from COIN-OR Couenne Exact solver for nonconvex problems MIDACO Mixed Integer Distributed Ant Colony Optimization (Matlab, C/C++, Fortran) MILANO Matlab-based mixed-integer linear and nonlinear solver MINLP_BB branch&bound and QP/SQP Minotaur source and Linux/Mac binaries LaGO B&C, Linux binary, binary variables only, GAMS interface BARON Branch And Reduce Optimization Navigator (avail. from AIMMS, GAMS) B&B, Matlab, needs optimization toolbox B&B, variables may be restricted to discrete sets, Matlab, needs optimization toolbox MINLP Matlab code for small number of integer variables 0-1 variables, objective and constraints polynomial (C++) A Davis-Putnam Based Enumeration Algorithm for Linear Pseudo-Boolean Optimization

### Linear objective function

 C, network simplex method Net_simplex network simplex method, no source ( binaries) Graphical Environment for Network Optimization (binaries, requires Java) Tcl/Tk based for graph and network problems (LGPL, C++ source, binaries) interior point method, f77&C interior point method, f77&C abstract C++ class for single commodity MCF problems incl 5 solvers: RelaxIV, MCFZIB, CS2, MCFCplex, SPTree MCF solver by Bertsekas&Tseng plus other network and assignment solvers Andrew Goldberg's Network Optimization Library in C

### Nonlinear objective function

 LSNNO f77 code from netlib library for various platforms nonlinear constraints, Solaris/Windows binaries

### Special/constraint Solvers/Languages

 Manopt Optimization on Riemannian manifolds (Matlab) Rational Exact solvers for sparse and dense rational linear systems (C, GMP) plus large set of test problems GloptLab a configurable framework for the rigorous global solution of quadratic constraint satisfaction problems (Matlab) ECLiPSe Constraint Programming System, source, binaries, public license RealPaver Interval-based nonlinear constraint solver; source, binaries, documentation (C, BSD license) RSOLVER Solver for qualified inequality constraints; source, linux binaries, Java GUI, remote access, other constraint solvers ICOS Interval COnstraints Solver, AMPL interface, Linux&Windows-Cygwin binaries WSAT(OIP) domain independent local search method for linear integer constraints, Linux binary has AMPL/CPLEX interface Constraints Archive Links to Constraint Programming solvers Filtrane part of Galahad, nonlinear constraints, filter method, f90 MVE Finding the largest ellipsoid inscribing a given polytope (GPL, Matlab) Miniball Finding the smallest enclosing ball of points (GPL, C++) Miniball@sourceforge Finding the smallest enclosing ball of balls, QPL-licensed, C++

### Dynamic Programming

 general dynamic programming software to optimize discrete time processes, with continuous or discrete decisions; random processes (observable or not) allowed Generalized software for solving stochastic dynamic optimization problems (win executable) Java package for dynamic programming; needs javac Toolkit for automatic control and dynamic optimization (C++, Matlab interface) Matlab toolbox for computational economics and finance incl general optimization, dynamic programming, stochastic control

### Control Problems

 Dynamic System Optimization (C/C++) Model Based Optimal Input Signal Design Toolbox (Matlab) Toolkit for control (C++, Matlab interface) Package for Polynomial Optimal Control Problems, uses Gloptipoly or Yalmip (Matlab) Matlab solver for nonlinear optimization and optimal control Open Discrete Dynamic Programming Template (C/C++); includes unconstrained optimization package Links to various control-related software package for the optimization of dynamical systems in energy and chemical engineering A MATLAB package for fixed-order controller design and H-infinity optimization A MATLAB package for multiple phase optimal control; requires SNOPT Robust Multi-Objective Control toolbox, uses YALMIP (Matlab) Multi-parametric toolbox for constrained linear and piecewise affine systems (Matlab) Matlab toolbox for computational economics and finance incl general optimization, dynamic programming, stochastic control Control and Systems Library. Very comprehensive. MR and LTV Synthesis Tools Provides commands for H-Infinity synthesis of discrete LTV systems and multirate sampled LTI systems Direct collocation method. Optimal ODE control problems with control and state constraints are solved as NLPs with NPSOL or SNOPT A Java Application for the Solution of Optimal Control Problems A direct multiple shooting method for the numerical solution of optimal control and parameter estimation problems Matlab code for Optimization, Control, and Automation SciLab/Maple based to solve unconstrained ODE control problems SODAS and more Suite of codes to solve optimal control and related problems especially with DAEs HQP/OMUSES ODE/DAE, automatic differentiation, own format or ASCEND or Simulink input, HQP to solve NLPs (C, C++, f77, Tcl) Optimal Control of Ordinary, Algebraic and One-dimensional Partial Differential Equations Designed to solve discretized PDE-constrained optimization problems with trust region interior point SQP methods

### Other collections or problem types

 Optizelle Open source software for general NLP problems; multilanguage support Compressive Sensing software for compressive sensing (mostly Matlab) MCQueue transient and steady-analysis of discrete-time and continuous-time Markov chains, performance measures or basic queueing models SVM software Links to Gaussian Processes and SVM software IMMOPTIBOX Matlab toolbox for Optimization and Data Fitting YALMIP Matlab toolbox for rapid prototyping of optimization problems, supports 20 solvers HYSDEL Hybrid Systems Description Language and other downloads Fortran 77 codes for smooth and nonsmooth unconstrained, bound-constrained, and general NLP; test problems Collection of Fortran codes for NLP; applications, testproblems. Matlab toolbox for computational economics and finance incl general optimization, dynamic programming, stochastic control DAKOTA A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis An Object-Oriented Nonlinear Optimization Library Interactive System for Optimization, very comprehensive; f77 interface for various systems/compilers, library commercial Matlab optimization package, comprehensive, with interfaces to many state-of-the-art optimization solvers, e.g. CPLEX , FICO-Xpress , MINLP_BB, MIQPBB, filterSQP , PENBMI, PENSDP. It includes SOL software , expensive and non-convex global optimization solvers, approximation methods etc. Rich selection for many OR and optimization problems Klaus Schittkowski's software, especially parameter-identification Iterative Methods for Optimization by T. Kelley, codes in Matlab and f77 MATLOG Facility location and logistics toolbox (Matlab) production/storage/transport, various solvers as Win binaries comprehensive information/links on VRP Solving large-scale problems through decomposition. Requires Ptolemy, works with various free for research or commercial solvers. Tcl/Tk graphics, C++. GPL-licensed real-time scheduling simulator, source, Win/Linux/Solaris binaries Matlab toolbox to optimize FIR filters and similar structures; needs SeDuMi or LOQO or other a package for planar location problems (solves continuous and discrete cases) A reusable iterative optimization library for combinatorial problems with fuzzy constraints (C++) Advanced development platform based on Oz. Demos include constraint programming, multi-agent, and concurrent applications. More links to Constraint Systems