• LINDO

  • Referenced in 535 articles [sw04448]
  • LINDO Systems - Optimization Software: Integer Programming, Linear Programming, Nonlinear Programming, Stochastic Programming, Global Optimization LINDO...
  • REDUCE

  • Referenced in 739 articles [sw00789]
  • variety of formats; facilities for generating optimized numerical programs from symbolic input; calculations with...
  • CVX

  • Referenced in 692 articles [sw04594]
  • also solve much more complex convex optimization problems, including many involving nondifferentiable functions, such...
  • SparseMatrix

  • Referenced in 617 articles [sw04629]
  • that typically do not have such geometry (optimization, circuit simulation, economic and financial modeling, theoretical...
  • Mosek

  • Referenced in 371 articles [sw04618]
  • MOSEK is a tool for solving mathematical optimization problems. Some examples of problems MOSEK ... strengths of the linear and conic optimizers in MOSEK, then MOSEK is currently employed widely ... industry due to its powerful interior-point optimizer...
  • INTLAB

  • Referenced in 419 articles [sw04004]
  • systems systems of nonlinear equations (including unconstrained optimization) roots of univariate and multivariate nonlinear equations ... systems of nonlinear equations) Hessians (for global optimization) Taylor series for univariate functions automatic slopes...
  • Optimization Toolbox

  • Referenced in 283 articles [sw10828]
  • Optimization Toolbox Product Description: Solve linear, quadratic, integer, and nonlinear optimization problems. Optimization Toolbox™ provides ... mixed-integer linear programming, quadratic programming, nonlinear optimization, and nonlinear least squares ... these solvers to find optimal solutions to continuous and discrete problems, perform tradeoff analyses ... incorporate optimization methods into algorithms and applications...
  • LANCELOT

  • Referenced in 297 articles [sw00500]
  • Fortran package for large-scale nonlinear optimization (Release A). LANCELOT is a software package ... solving large-scale nonlinear optimization problems. This book provides a coherent overview of the package ... standard input for problems and the LANCELOT optimization package. Although the book is primarily concerned ... with a specific optimization package, the issues discussed have much wider implications for the design...
  • BARON

  • Referenced in 311 articles [sw00066]
  • computational system for solving nonconvex optimization problems to global optimality. Purely continuous, purely integer ... with the software. The Branch And Reduce Optimization Navigator derives its name from its combining ... through the hills and valleys of complex optimization problems in search of global solutions...
  • GloptiPoly

  • Referenced in 293 articles [sw04343]
  • Problem of Moments (GPM), an infinite-dimensional optimization problem which can be viewed ... important applications in various fields such as optimization, probability, finance, control, signal processing, chemistry, cristallography ... polynomial data. Many important applications in e.g. optimization, probability, financial economics and optimal control ... whose associated monotone sequence of optimal values converges to the global optimum...
  • INTOPT_90

  • Referenced in 304 articles [sw04705]
  • solving systems of equations and global optimization problems. The connection between these two themes ... finding is an almost unavoidable part of optimization. The interval arithmetic philosophy of selfvalidation ... many software details. The chapter on global optimization (40 pages) only admits equality constraints (within ... pioneering concept of 1987 (Nonlinear equations and optimization. Preprint.). The chapter about non-differentiable problems...
  • SciPy

  • Referenced in 492 articles [sw06293]
  • such as routines for numerical integration and optimization. Together, they run on all popular operating...
  • Adam

  • Referenced in 273 articles [sw22205]
  • Adam: A Method for Stochastic Optimization. We introduce Adam, an algorithm for first-order gradient ... based optimization of stochastic objective functions, based on adaptive estimates of lower-order moments ... best known results under the online convex optimization framework. Empirical results demonstrate that Adam works ... practice and compares favorably to other stochastic optimization methods. Finally, we discuss AdaMax, a variant...
  • EGO

  • Referenced in 335 articles [sw07588]
  • Efficient Global Optimization (EGO) algorithm solves costly box-bounded global optimization problems with additional linear...
  • Knapsack

  • Referenced in 461 articles [sw04723]
  • simplest NP-hard problems in combinatorial optimization, as they maximize an objective function subject...
  • SCIP

  • Referenced in 459 articles [sw01091]
  • solver. SCIP is part of the SCIP Optimization Suite, which also contains the LP solver...
  • MINOS

  • Referenced in 441 articles [sw05095]
  • MINOS is a large-scale optimization system, for the solution of sparse linear and nonlinear...
  • LBFGS-B

  • Referenced in 313 articles [sw05142]
  • Fortran subroutines for large-scale bound-constrained optimization L-BFGS-B is a limited-memory ... algorithm for solving large nonlinear optimization problems subject to simple bounds on the variables...
  • nag

  • Referenced in 311 articles [sw06239]
  • optimization experts have developed, extensively tested and documented a wide range of routines to ensure ... results matter. Like all NAG software, the Optimization routines are highly flexible – callable from various...
  • Concorde

  • Referenced in 302 articles [sw04770]
  • salesman problem (TSP) and some related network optimization problems. The code is written ... solver has been used to obtain the optimal solutions to 106 of the 110 TSPLIB...