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Couenne
Convex Over and Under ENvelopes for Nonlinear Estimation (Couenne) is an open-source library for solving global optimization problems, also termed mixed integer nonlinear optimization problems. A global optimization problem requires to minimize a function, called objective function, subject to a set of constraints. Both the objective function and the constraints might be nonlinear and nonconvex. For solving these problems, Couenne uses a reformulation procedure and provides a linear programming approximation of any nonconvex optimization problem.P. Belotti, J. Lee, L. Liberti, F. Margot, & A. Wächter (2009), Branching and bounds tightening techniques for non-convex MINLP. Optimization Methods & Software, 24(4-5), 597-634. Couenne is an implementation of a branch-and-bound where every subproblem is solved by constructing a linear programming relaxation to obtain a lower bound. Branching may occur at both continuous and integer variables, which is necessary in global optimizati ...
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AMPL
AMPL (A Mathematical Programming Language) 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). It was developed by Robert Fourer, David Gay, and Brian Kernighan at Bell Laboratories. AMPL supports dozens of solvers, both open source and commercial software, including CBC, CPLEX, FortMP, MINOS, IPOPT, SNOPT, KNITRO, and LGO. Problems are passed to solvers as nl files. AMPL is used by more than 100 corporate clients, and by government agencies and academic institutions. One advantage of AMPL is the similarity of its syntax to the mathematical notation of optimization problems. This allows for a very concise and readable definition of problems in the domain of optimization. Many modern solvers available on the NEOS Server (formerly hosted at the Argonne National Laboratory, currently hosted at the University of Wisconsin, Madison) accept AMPL input. Ac ...
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Mathematical 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. Many real-world problems can be modeled in this way. For example, the inputs can be design parameters of a motor, the output can be the power consumption, or the inputs can be business choices and the output can be the obtained profit. An optimization problem, in this case a minimization problem, can be represented in the following way :''Given:'' a function ''f'' : ''A'' \to R from some set ''A'' to the real numbers :''Search for:'' an element ''x''0 in ''A'' such that ''f''(''x''0) ≤ ''f''(''x'') for all ''x'' in ''A''. In continuous optimization, ''A'' is some subset of the Euclidean space R''n'', often spec ...
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Octeract Engine
Octeract Engine is a proprietary deterministic global optimization solver for general Mixed-Integer Nonlinear Programs (MINLP).. It claims to use MPI as a means of accelerating solution times. Up to now there hasn't been any publication supporting the statement. History Octeract Engine was developed by Nikos Kazazakis and Gabriel Lau. The first public beta version of Octeract Engine was released in August 2019 and it came out of beta in August 2020. Performance In July 2022 it ranked first on a single core benchmark of Stefan Vigerske's test set MINLPLib as shown by Prof. Mittelmann.http://plato.asu.edu/ftp/minlp.html As of August 2022 it is also the first and only solver to solve the largest open transmission switching problems in the MINLPLib set, namely transswitch2736spp and transswitch2736spr. Features * Distributed computing through MPI * Supports discontinuous elementary functions (e.g. and ) * Supports trigonometric functions * Guarantees global optimality * Reformu ...
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COIN-OR CLP
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. Papers in operations research journals on mathematical theory often contain supporting numerical results from computational studies. The software implementations, models, and data used to produce the numerical results are typically not published. The status quo impeded researchers needing to reproduce computational results, make fair comparisons, and extend the state of the art. The success of Linux, Apache, and other projects popularized the open-source model of software development and distribution. A group at IBM Research proposed open source as an analogous yet viable means to ''publish'' software, models, and data. COIN-OR was conceived as an initiative to promot ...
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LINDO
Lindo is a surname. Notable people with the surname include: * Abigail Lindo (1803–1848), British lexicographer * Allan Lindo, more commonly known as apl.de.ap (born 1974), Filipino-American musician * Dean Lindo (born 1932), Belizean attorney * Delroy Lindo (born 1952), British-American actor * Earl Lindo (1953–2017), Jamaican reggae musician * Elvira Lindo (born 1962), Spanish journalist and writer * Henry Laurence Lindo, Jamaican civil servant * Hugo Lindo (1917–1985), Salvadorian writer, diplomat, politician, and lawyer * Ian Lindo (born 1983), Caymanian footballer * Jimena Lindo (born 1976), Peruvian actress, dancer and TV presenter * Juan Lindo (1790–1857), Conservative Central American politician * José Alexandre Alves Lindo, (born 1973) Brazilian footballer * Kashief Lindo (born c.1978), Jamaican reggae singer * Laura Mae Lindo (born 1976), Canadian politician * Mark Prager Lindo (1819—1877), Dutch prose writer * Matilde Lindo (1954–2013), Nicaraguan feminis ...
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BARON
Baron is a rank of nobility or title of honour, often hereditary, in various European countries, either current or historical. The female equivalent is baroness. Typically, the title denotes an aristocrat who ranks higher than a lord or knight, but lower than a viscount or count. Often, barons hold their fief – their lands and income – directly from the monarch. Barons are less often the vassals of other nobles. In many kingdoms, they were entitled to wear a smaller form of a crown called a ''coronet''. The term originates from the Latin term , via Old French. The use of the title ''baron'' came to England via the Norman Conquest of 1066, then the Normans brought the title to Scotland and Italy. It later spread to Scandinavia and Slavic lands. Etymology The word '' baron'' comes from the Old French , from a Late Latin "man; servant, soldier, mercenary" (so used in Salic law; Alemannic law has in the same sense). The scholar Isidore of Seville in the 7th century t ...
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SCIP (optimization Software)
The Zuse Institute Berlin (abbreviated ZIB, or ''Konrad-Zuse-Zentrum für Informationstechnik Berlin'') is a research institute for applied mathematics and computer science on the campus of Freie Universität Berlin in Dahlem, Berlin, Germany. The ZIB was founded by law as a statutory establishment and as a non-university research institute of the State of Berlin in 1984. In close interdisciplinary cooperation with the Berlin universities and scientific institutions Zuse Institute implements research and development in the field of information technology with a particular focus on application-oriented algorithmic mathematics and practical computer science. ZIB also provides high-performance computer capacity as an accompanying service as part of the ''Network of high performance computers in Northern Germany'' (Norddeutscher Verbund von Hoch- und Höchstleistungsrechnern (HLRN)). Konrad Zuse, born in Berlin in 1910, is the namesake of the ZIB. SCIP (optimization software) ...
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MUMPS (software)
MUMPS (MUltifrontal Massively Parallel sparse direct Solver) is a software application for the solution of large sparse systems of linear algebraic equations on distributed memory parallel computers. It was developed in European project PARASOL (1996–1999) by CERFACS, IRIT-ENSEEIHT and RAL. The software implements the multifrontal method, which is a version of Gaussian elimination for large sparse systems of equations, especially those arising from the finite element method. It is written in Fortran 90 with parallelism by MPI and it uses BLAS and ScaLAPACK kernels for dense matrix computations. Since 1999, MUMPS has been supported by CERFACS, IRIT-ENSEEIHT, and INRIA. The importance of MUMPS lies in the fact that it is a supported free Free may refer to: Concept * Freedom, having the ability to do something, without having to obey anyone/anything * Freethought, a position that beliefs should be formed only on the basis of logic, reason, and empiricism * Emancipate, t ...
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Basic Linear Algebra Subprograms
Basic Linear Algebra Subprograms (BLAS) is a specification that prescribes a set of low-level routines for performing common linear algebra operations such as vector addition, scalar multiplication, dot products, linear combinations, and matrix multiplication. They are the ''de facto'' standard low-level routines for linear algebra libraries; the routines have bindings for both C ("CBLAS interface") and Fortran ("BLAS interface"). Although the BLAS specification is general, BLAS implementations are often optimized for speed on a particular machine, so using them can bring substantial performance benefits. BLAS implementations will take advantage of special floating point hardware such as vector registers or SIMD instructions. It originated as a Fortran library in 1979* and its interface was standardized by the BLAS Technical (BLAST) Forum, whose latest BLAS report can be found on the netlib website. This Fortran library is known as the ''reference implementation'' (sometimes co ...
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Lapack
LAPACK ("Linear Algebra Package") is a standard software library for numerical linear algebra. It provides routines for solving systems of linear equations and linear least squares, eigenvalue problems, and singular value decomposition. It also includes routines to implement the associated matrix factorizations such as LU, QR, Cholesky and Schur decomposition. LAPACK was originally written in FORTRAN 77, but moved to Fortran 90 in version 3.2 (2008). The routines handle both real and complex matrices in both single and double precision. LAPACK relies on an underlying BLAS implementation to provide efficient and portable computational building blocks for its routines. LAPACK was designed as the successor to the linear equations and linear least-squares routines of LINPACK and the eigenvalue routines of EISPACK. LINPACK, written in the 1970s and 1980s, was designed to run on the then-modern vector computers with shared memory. LAPACK, in contrast, was designed to effectivel ...
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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. It is written in Fortran and C and is released under the EPL (formerly CPL). IPOPT implements a primal-dual interior point method, and uses line searches based on Filter methods (Fletcher and Leyffer). IPOPT can be called from various modeling environments and C. IPOPT is part of the COIN-OR project. IPOPT is designed to exploit 1st and 2nd derivative ( Hessians) information if provided (usually via automatic differentiation routines in modeling environments such as AMPL). If no Hessians are provided, IPOPT will approximate them using a quasi-Newton methods, specifically a BFGS update. IPOPT was originally developed by Ph.D. studenAndreas Wächterand ProfLorenz T. Bieglerof the Department of Chemical Engineering at Carnegie Mellon University. Their work was recognized with thINFORMS Computing Society Prizein 2009. Arvind ...
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Cross-platform
In computing, cross-platform software (also called multi-platform software, platform-agnostic software, or platform-independent software) is computer software that is designed to work in several computing platforms. Some cross-platform software requires a separate build for each platform, but some can be directly run on any platform without special preparation, being written in an interpreted language or compiled to portable bytecode for which the interpreters or run-time packages are common or standard components of all supported platforms. For example, a cross-platform application may run on Microsoft Windows, Linux, and macOS. Cross-platform software may run on many platforms, or as few as two. Some frameworks for cross-platform development are Codename One, Kivy, Qt, Flutter, NativeScript, Xamarin, Phonegap, Ionic, and React Native. Platforms ''Platform'' can refer to the type of processor (CPU) or other hardware on which an operating system (OS) or application runs, t ...
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