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List of optimization software

Index List of optimization software

Given a transformation between input and output values, described by a mathematical function f, optimization deals with generating and selecting a best solution from some set of available alternatives, by systematically choosing input values from within an allowed set, computing the output of the function, and recording the best output values found during the process. [1]

121 relations: ADMB, AIMMS, ALGLIB, Altair Engineering, AMPL, Analytics, Apache License, APMonitor, Artelys Knitro, ASCEND, ASTOS, Augmented Lagrangian method, Automatic differentiation, BARON, Berkeley Software Distribution, Block diagram, BOBYQA, Boost (C++ libraries), Business intelligence, C (programming language), C++, CeCILL, CERN, COBYLA, COIN-OR, Combinatorics, Common Public License, Comparison of optimization software, COMSOL Multiphysics, Constraint (mathematics), Constraint programming, CPLEX, CUTEr, Data mining, DATADVANCE, Dlib, Dynamical system, Eclipse Public License, Euclidean space, Evolutionary computation, FEATool Multiphysics, FICO Xpress, Finite element method, FortMP, Fortran, FortSP, Function (mathematics), Galahad library, General Algebraic Modeling System, Glenn Research Center, ..., GNU General Public License, GNU Lesser General Public License, GNU Linear Programming Kit, GNU Octave, Gurobi, IMSL Numerical Libraries, Integer programming, IOSO, IPOPT, Java (programming language), Julia (programming language), Kimeme, Langley Research Center, LINCOA, LINDO, Linear algebra, Linear programming, LIONsolver, List of algorithms, List of computer algebra systems, List of numerical libraries, Maple (software), Mathematical model, Mathematical optimization, MATLAB, Metaheuristic, Michael J. D. Powell, MIDACO, MINTO, MINUIT, ModeFRONTIER, ModelCenter, Modeling and simulation, MOSEK, MPS (format), Multidisciplinary design optimization, Multiphysics, NAG Numerical Library, NEWUOA, NMath, Nonlinear programming, OpenMDAO, OptaPlanner, Optimization problem, Optimization Toolbox, OptimJ, Optimus platform, OptiSLang, OptiY, PottersWheel, PSeven, Python (programming language), Real number, Satisfiability modulo theories, Scilab, SCIP (optimization software), SciPy, Set (mathematics), Simulation software, SmartDO, SNOPT, Solver, Subset, The Unscrambler, TOLMIN (optimization software), TOMLAB, UOBYQA, VisSim, Wolfram Mathematica, WORHP, .NET Framework. Expand index (71 more) »

ADMB

ADMB or AD Model Builder is a free and open source software suite for non-linear statistical modeling.

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AIMMS

is a prescriptive analytics software company with offices in the Netherlands, United States, China and Singapore.

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ALGLIB

ALGLIB is a cross-platform open source numerical analysis and data processing library.

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Altair Engineering

Altair Engineering Inc. is an American product design and development, engineering software and cloud computing software company.

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AMPL

A Mathematical Programming Language (AMPL) is an algebraic modeling language to describe and solve high-complexity problems for large-scale mathematical computing (i.e., large-scale optimization and scheduling-type problems).

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Analytics

Analytics is the discovery, interpretation, and communication of meaningful patterns in data.

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Apache License

The Apache License is a permissive free software license written by the Apache Software Foundation (ASF).

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APMonitor

Advanced process monitor (APMonitor), is a modeling language for differential algebraic (DAE) equations.

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Artelys Knitro

Artelys Knitro is a commercial software package for solving large scale nonlinear mathematical optimization problems.

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ASCEND

ASCEND is an open source, mathematical modelling chemical process modelling system developed at Carnegie Mellon University since late 1978.

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ASTOS

ASTOS is a tool dedicated to mission analysis, Trajectory optimization, vehicle design and simulation for space scenarios, i.e. launch, re-entry missions, orbit transfers, Earth observation, navigation, coverage and re-entry safety assessments.

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Augmented Lagrangian method

Augmented Lagrangian methods are a certain class of algorithms for solving constrained optimization problems.

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Automatic differentiation

In mathematics and computer algebra, automatic differentiation (AD), also called algorithmic differentiation or computational differentiation, is a set of techniques to numerically evaluate the derivative of a function specified by a computer program.

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BARON

BARON is a computational system for solving nonconvex optimization problems to global optimality.

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Berkeley Software Distribution

Berkeley Software Distribution (BSD) was a Unix operating system derivative developed and distributed by the Computer Systems Research Group (CSRG) of the University of California, Berkeley, from 1977 to 1995.

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Block diagram

A block diagram is a diagram of a system in which the principal parts or functions are represented by blocks connected by lines that show the relationships of the blocks.

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BOBYQA

BOBYQA (Bound Optimization BY Quadratic Approximation) is a numerical optimization algorithm by Michael J. D. Powell.

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Boost (C++ libraries)

Boost is a set of libraries for the C++ programming language that provide support for tasks and structures such as linear algebra, pseudorandom number generation, multithreading, image processing, regular expressions, and unit testing.

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Business intelligence

Business intelligence (BI) comprises the strategies and technologies used by enterprises for the data analysis of business information.

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C (programming language)

C (as in the letter ''c'') is a general-purpose, imperative computer programming language, supporting structured programming, lexical variable scope and recursion, while a static type system prevents many unintended operations.

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C++

C++ ("see plus plus") is a general-purpose programming language.

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CeCILL

CeCILL (from CEA CNRS INRIA Logiciel Libre) is a free software license adapted to both international and French legal matters, in the spirit of and retaining compatibility with the GNU General Public License (GPL).

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CERN

The European Organization for Nuclear Research (Organisation européenne pour la recherche nucléaire), known as CERN (derived from the name Conseil européen pour la recherche nucléaire), is a European research organization that operates the largest particle physics laboratory in the world.

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COBYLA

Constrained optimization by linear approximation (COBYLA) is a numerical optimization method for constrained problems where the derivative of the objective function is not known, invented by Michael J. D. Powell.

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COIN-OR

Computational Infrastructure for Operations Research (COIN-OR), is a project that aims to "create for mathematical software what the open literature is for mathematical theory." The open literature (e.g., a research journal) provides the operations research (OR) community with a peer-review process and an archive.

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Combinatorics

Combinatorics is an area of mathematics primarily concerned with counting, both as a means and an end in obtaining results, and certain properties of finite structures.

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Common Public License

In computing, the Common Public License (CPL) is a free software / open-source software license published by IBM.

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Comparison of optimization software

Given a system transforming a set of inputs to output values, described by a mathematical function f, optimization refers to the generation and selection of a best solution from some set of available alternatives, by systematically choosing input values from within an allowed set, computing the value of the function, and recording the best value found during the process.

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COMSOL Multiphysics

COMSOL Multiphysics is a cross-platform finite element analysis, solver and multiphysics simulation software.

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Constraint (mathematics)

In mathematics, a constraint is a condition of an optimization problem that the solution must satisfy.

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Constraint programming

In computer science, constraint programming is a programming paradigm wherein relations between variables are stated in the form of constraints.

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CPLEX

IBM ILOG CPLEX Optimization Studio (often informally referred to simply as CPLEX) is an optimization software package.

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CUTEr

CUTEr (Constrained and Unconstrained Testing Environment, revisited) is an open source testing environment for optimization and linear algebra solvers.

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Data mining

Data mining is the process of discovering patterns in large data sets involving methods at the intersection of machine learning, statistics, and database systems.

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DATADVANCE

DATADVANCE Is a software development company, evolved out of a collaborative research program between Airbus and Institute for Information Transmission Problems of the Russian Academy of Sciences (IITP RAS).

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Dlib

Dlib is a general purpose cross-platform software library written in the programming language C++.

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Dynamical system

In mathematics, a dynamical system is a system in which a function describes the time dependence of a point in a geometrical space.

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Eclipse Public License

The Eclipse Public License (EPL) is an open source software license used by the Eclipse Foundation for its software.

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Euclidean space

In geometry, Euclidean space encompasses the two-dimensional Euclidean plane, the three-dimensional space of Euclidean geometry, and certain other spaces.

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Evolutionary computation

In computer science, evolutionary computation is a family of algorithms for global optimization inspired by biological evolution, and the subfield of artificial intelligence and soft computing studying these algorithms.

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FEATool Multiphysics

FEATool Multiphysics ("Finite Element Analysis Toolbox for Multiphysics") is a physics, finite element analysis (FEA), and PDE simulation toolbox for MATLAB, GNU Octave, and the cloud with rollApp.

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FICO Xpress

The FICO Xpress Optimizer is a commercial optimization solver for linear programming (LP), mixed integer linear programming (MILP), convex quadratic programming (QP), convex quadratically constrained quadratic programming (QCQP), second-order cone programming (SOCP) and their mixed integer counterparts.

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Finite element method

The finite element method (FEM), is a numerical method for solving problems of engineering and mathematical physics.

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FortMP

FortMP is a software package for solving large-scale optimization problems.

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Fortran

Fortran (formerly FORTRAN, derived from Formula Translation) is a general-purpose, compiled imperative programming language that is especially suited to numeric computation and scientific computing.

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FortSP

FortSP is a software package for solving stochastic programming (SP) problems.

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Function (mathematics)

In mathematics, a function was originally the idealization of how a varying quantity depends on another quantity.

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Galahad library

The Galahad library is a thread-safe library of packages for the solution of optimization—or mathematical programming—problems.

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General Algebraic Modeling System

The General Algebraic Modeling System (GAMS) is a high-level modeling system for mathematical optimization.

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Glenn Research Center

NASA John H. Glenn Research Center at Lewis Field is a NASA center, located within the cities of Brook Park and Cleveland between Cleveland Hopkins International Airport and the Rocky River Reservation of Cleveland Metroparks, with a subsidiary facility in Sandusky, Ohio.

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GNU General Public License

The GNU General Public License (GNU GPL or GPL) is a widely used free software license, which guarantees end users the freedom to run, study, share and modify the software.

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GNU Lesser General Public License

The GNU Lesser General Public License (LGPL) is a free software license published by the Free Software Foundation (FSF).

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GNU Linear Programming Kit

The GNU Linear Programming Kit (GLPK) is a software package intended for solving large-scale linear programming (LP), mixed integer programming (MIP), and other related problems.

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GNU Octave

GNU Octave is software featuring a high-level programming language, primarily intended for numerical computations.

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Gurobi

The Gurobi Optimizer is a commercial optimization solver for linear programming (LP), quadratic programming (QP), quadratically constrained programming (QCP), mixed integer linear programming (MILP), mixed-integer quadratic programming (MIQP), and mixed-integer quadratically constrained programming (MIQCP).

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IMSL Numerical Libraries

IMSL (International Mathematics and Statistics Library) is a commercial collection of software libraries of numerical analysis functionality that are implemented in the computer programming languages C, Java, C#.NET, and Fortran.

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Integer programming

An integer programming problem is a mathematical optimization or feasibility program in which some or all of the variables are restricted to be integers.

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IOSO

IOSO (Indirect Optimization on the basis of Self-Organization) is a multiobjective, multidimensional nonlinear optimization technology.

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IPOPT

IPOPT, short for "Interior Point OPTimizer, pronounced I-P-Opt", is a software library for large scale nonlinear optimization of continuous systems.

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Java (programming language)

Java is a general-purpose computer-programming language that is concurrent, class-based, object-oriented, and specifically designed to have as few implementation dependencies as possible.

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Julia (programming language)

Julia is a high-level dynamic programming language designed to address the needs of high-performance numerical analysis and computational science, without the typical need of separate compilation to be fast, while also being effective for general-purpose programming, web use or as a specification language.

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Kimeme

Kimeme is an open platform for multi-objective optimization and multidisciplinary design optimization.

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Langley Research Center

Langley Research Center (LaRC or NASA Langley) located in Hampton, Virginia, United States, is the oldest of NASA's field centers.

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LINCOA

LINCOA (LINearly Constrained Optimization Algorithm) is a numerical optimization algorithm by Michael J. D. Powell.

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LINDO

LINDO (Linear, Interactive, and Discrete Optimizer) is a software package for linear programming, integer programming, nonlinear programming, stochastic programming and global optimization.

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Linear algebra

Linear algebra is the branch of mathematics concerning linear equations such as linear functions such as and their representations through matrices and vector spaces.

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Linear programming

Linear programming (LP, also called linear optimization) is a method to achieve the best outcome (such as maximum profit or lowest cost) in a mathematical model whose requirements are represented by linear relationships.

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LIONsolver

LIONsolver is an integrated software for data mining, business intelligence, analytics, and modeling Learning and Intelligent OptimizatioN and reactive business intelligence approach.

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List of algorithms

The following is a list of algorithms along with one-line descriptions for each.

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List of computer algebra systems

The following tables provide a comparison of computer algebra systems (CAS).

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List of numerical libraries

This is a list of notable numerical libraries, which are libraries used in software development for performing numerical calculations.

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Maple (software)

Maple is a symbolic and numeric computing environment, and is also a multi-paradigm programming language.

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Mathematical model

A mathematical model is a description of a system using mathematical concepts and language.

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Mathematical optimization

In mathematics, computer science and operations research, mathematical optimization or mathematical programming, alternatively spelled optimisation, is the selection of a best element (with regard to some criterion) from some set of available alternatives.

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MATLAB

MATLAB (matrix laboratory) is a multi-paradigm numerical computing environment and proprietary programming language developed by MathWorks.

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Metaheuristic

In computer science and mathematical optimization, a metaheuristic is a higher-level procedure or heuristic designed to find, generate, or select a heuristic (partial search algorithm) that may provide a sufficiently good solution to an optimization problem, especially with incomplete or imperfect information or limited computation capacity.

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Michael J. D. Powell

Michael James David Powell (29 July 193619 April 2015) was a British mathematician, who worked in the Department of Applied Mathematics and Theoretical Physics (DAMTP) at the University of Cambridge.

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MIDACO

MIDACO (Mixed Integer Distributed Ant Colony Optimization) is a software package for numerical optimization based on evolutionary computing.

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MINTO

MINTO (Mixed Integer Optimizer) is an integer programming solver which uses branch and bound algorithm.

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MINUIT

MINUIT, now MINUIT2, is a numerical minimization computer program originally written in the FORTRAN programming language by CERN staff physicist Fred James in the 1970s.

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ModeFRONTIER

modeFRONTIER is a Multidisciplinary Design Optimization (MDO) platform developed by the Italian software house ESTECO SpA.

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ModelCenter

ModelCenter, developed by Phoenix Integration, Inc., is a software package that aids in the design and optimization of systems.

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Modeling and simulation

Modeling and simulation (M&S) in simple terms is a substitute for physical experimentation, in which computers are used to compute the results of some physical phenomenon.

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MOSEK

MOSEK is a software package for the solution of linear, mixed-integer linear, quadratic, mixed-integer quadratic, quadratically constraint, conic and convex nonlinear mathematical optimization problems.

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MPS (format)

MPS (Mathematical Programming System) is a file format for presenting and archiving linear programming (LP) and mixed integer programming problems.

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Multidisciplinary design optimization

Multi-disciplinary design optimization (MDO) is a field of engineering that uses optimization methods to solve design problems incorporating a number of disciplines.

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Multiphysics

Multiphysics is a computational discipline which treats simulations that involve multiple physical models or multiple simultaneous physical phenomena.

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NAG Numerical Library

The NAG Numerical Library is a software product developed and sold by The Numerical Algorithms Group.

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NEWUOA

NEWUOA is a numerical optimization algorithm by Michael J. D. Powell.

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NMath

NMath is a numerical package for the Microsoft.NET Framework.

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Nonlinear programming

In mathematics, nonlinear programming is the process of solving an optimization problem defined by a system of equalities and inequalities, collectively termed constraints, over a set of unknown real variables, along with an objective function to be maximized or minimized, where some of the constraints or the objective function are nonlinear.

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OpenMDAO

OpenMDAO is an open-source high-performance computing platform for systems analysis and multidisciplinary optimization written in the Python programming language.

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OptaPlanner

OptaPlanner is an Open Source Constraint Solver written in Java.

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Optimization problem

In mathematics and computer science, an optimization problem is the problem of finding the best solution from all feasible solutions.

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Optimization Toolbox

Optimization Toolbox is an optimization software package developed by MathWorks.

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OptimJ

OptimJ is an extension of the Java with language support for writing optimization models and abstractions for bulk data processing.

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Optimus platform

Optimus is a Process Integration and Design Optimization (PIDO) platform developed by Noesis Solutions.

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OptiSLang

optiSLang is a software platform for CAE-based sensitivity analysis, multi-disciplinary optimization (MDO) and robustness evaluation.

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OptiY

OptiY is a design environment providing modern optimization strategies and state of the art probabilistic algorithms for uncertainty, reliability, robustness, sensitivity analysis, data-mining and meta-modeling.

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PottersWheel

PottersWheel is a MATLAB toolbox for mathematical modeling of time-dependent dynamical systems that can be expressed as chemical reaction networks or ordinary differential equations (ODEs).

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PSeven

pSeven is a design space exploration software platform developed by DATADVANCE, extending design, simulation and analysis capabilities and assisting in smarter and faster design decisions.

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Python (programming language)

Python is an interpreted high-level programming language for general-purpose programming.

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Real number

In mathematics, a real number is a value of a continuous quantity that can represent a distance along a line.

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Satisfiability modulo theories

In computer science and mathematical logic, the satisfiability modulo theories (SMT) problem is a decision problem for logical formulas with respect to combinations of background theories expressed in classical first-order logic with equality.

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Scilab

Scilab is a free and open-source, cross-platform numerical computational package and a high-level, numerically oriented programming language.

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SCIP (optimization software)

SCIP (Solving Constraint Integer Programs) is a mixed integer programming solver and a framework for Branch and cut and Branch and price, developed primarily at Zuse Institute Berlin.

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SciPy

SciPy (pronounced /ˈsaɪpaɪ'/ "Sigh Pie") is a free and open-source Python library used for scientific computing and technical computing.

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Set (mathematics)

In mathematics, a set is a collection of distinct objects, considered as an object in its own right.

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Simulation software

Simulation software is based on the process of modeling a real phenomenon with a set of mathematical formulas.

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SmartDO

SmartDO is a multidisciplinary design optimization software, based on the Direct Global Search technology developed and marketed by FEA-Opt Technology.

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SNOPT

SNOPT, for Sparse Nonlinear OPTimizer, is a software package for solving large-scale nonlinear optimization problems written by Philip Gill, Walter Murray and Michael Saunders.

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Solver

A solver is a piece of mathematical software, possibly in the form of a stand-alone computer program or as a software library, that 'solves' a mathematical problem.

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Subset

In mathematics, a set A is a subset of a set B, or equivalently B is a superset of A, if A is "contained" inside B, that is, all elements of A are also elements of B. A and B may coincide.

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The Unscrambler

The Unscrambler® X is a commercial software product for multivariate data analysis, used for calibration of multivariate data which is often in the application of analytical data such as near infrared spectroscopy and Raman spectroscopy, and development of predictive models for use in real-time spectroscopic analysis of materials.

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TOLMIN (optimization software)

TOLMIN is a numerical optimization algorithm by Michael J. D. Powell.

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TOMLAB

The TOMLAB Optimization Environment is a modeling platform for solving applied optimization problems in MATLAB.

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UOBYQA

UOBYQA (Unconstrained Optimization BY Quadratic Approximation) is a numerical optimization algorithm by Michael J. D. Powell.

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VisSim

VisSim is a visual block diagram language for simulation of dynamical systems and model based design of embedded systems.

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Wolfram Mathematica

Wolfram Mathematica (usually termed Mathematica) is a modern technical computing system spanning most areas of technical computing — including neural networks, machine learning, image processing, geometry, data science, visualizations, and others.

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WORHP

WORHP ("warp"), also referred to as eNLP (European NLP solver) by ESA, is a mathematical software library for solving continuous large scale nonlinear optimization problems numerically.

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.NET Framework

.NET Framework (pronounced dot net) is a software framework developed by Microsoft that runs primarily on Microsoft Windows.

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List of free and open source optimization software, List of mathematical optimization software, Mathematical optimization software.

References

[1] https://en.wikipedia.org/wiki/List_of_optimization_software

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