|
FortMP
FortMP is a software package for solving large-scale optimization problems. It solves linear programming problems, quadratic programming problems and mixed integer programming problems (both linear and quadratic). Its robustness has been explored and published in the Mathematical Programming journal. FortMP is available as a standalone executable that accepts input in MPS format and as a library with interfaces in C and Fortran. It is also supported in the AMPL modeling system. The main algorithms implemented in FortMP are the primal and dual simplex algorithms using sparse matrices. These are supplemented for large problems and quadratic programming problems by interior point methods. Mixed integer programming problems are solved using branch and bound Branch and bound (BB, B&B, or BnB) is an algorithm design paradigm for discrete and combinatorial optimization problems, as well as mathematical optimization. A branch-and-bound algorithm consists of a systematic enumera ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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 ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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 function#As a polynomial function, linear relationships. Linear programming is a special case of mathematical programming (also known as mathematical optimization). More formally, linear programming is a technique for the mathematical optimization, optimization of a linear objective function, subject to linear equality and linear inequality Constraint (mathematics), constraints. Its feasible region is a convex polytope, which is a set defined as the intersection (mathematics), intersection of finitely many Half-space (geometry), half spaces, each of which is defined by a linear inequality. Its objective function is a real number, real-valued affine function, affine (linear) function defined on this polyhedron. A linear programming algorithm finds a point in the polytope where ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mixed Integer 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. Linear programming is a special case of mathematical programming (also known as mathematical optimization). More formally, linear programming is a technique for the optimization of a linear objective function, subject to linear equality and linear inequality constraints. Its feasible region is a convex polytope, which is a set defined as the intersection of finitely many half spaces, each of which is defined by a linear inequality. Its objective function is a real-valued affine (linear) function defined on this polyhedron. A linear programming algorithm finds a point in the polytope where this function has the smallest (or largest) value if such a point exists. Linear programs are problems that can be expressed in canonical form as : \begin & \text && \m ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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 ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
C Programming Language
''The C Programming Language'' (sometimes termed ''K&R'', after its authors' initials) is a computer programming book written by Brian Kernighan and Dennis Ritchie, the latter of whom originally designed and implemented the language, as well as co-designed the Unix operating system with which development of the language was closely intertwined. The book was central to the development and popularization of the C programming language and is still widely read and used today. Because the book was co-authored by the original language designer, and because the first edition of the book served for many years as the ''de facto'' standard for the language, the book was regarded by many to be the authoritative reference on C. History C was created by Dennis Ritchie at Bell Labs in the early 1970s as an augmented version of Ken Thompson's B. Another Bell Labs employee, Brian Kernighan, had written the first C tutorial, and he persuaded Ritchie to coauthor a book on the language. Ker ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Interior Point Methods
Interior-point methods (also referred to as barrier methods or IPMs) are a certain class of algorithms that solve linear and nonlinear convex optimization problems. An interior point method was discovered by Soviet mathematician I. I. Dikin in 1967 and reinvented in the U.S. in the mid-1980s. In 1984, Narendra Karmarkar developed a method for linear programming called Karmarkar's algorithm, which runs in provably polynomial time and is also very efficient in practice. It enabled solutions of linear programming problems that were beyond the capabilities of the simplex method. Contrary to the simplex method, it reaches a best solution by traversing the interior of the feasible region. The method can be generalized to convex programming based on a self-concordant barrier function used to encode the convex set. Any convex optimization problem can be transformed into minimizing (or maximizing) a linear function over a convex set by converting to the epigraph form. The idea of enco ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Sparse Matrix
In numerical analysis and scientific computing, a sparse matrix or sparse array is a matrix in which most of the elements are zero. There is no strict definition regarding the proportion of zero-value elements for a matrix to qualify as sparse but a common criterion is that the number of non-zero elements is roughly equal to the number of rows or columns. By contrast, if most of the elements are non-zero, the matrix is considered dense. The number of zero-valued elements divided by the total number of elements (e.g., ''m'' × ''n'' for an ''m'' × ''n'' matrix) is sometimes referred to as the sparsity of the matrix. Conceptually, sparsity corresponds to systems with few pairwise interactions. For example, consider a line of balls connected by springs from one to the next: this is a sparse system as only adjacent balls are coupled. By contrast, if the same line of balls were to have springs connecting each ball to all other balls, the system would correspond to a dense matrix. The ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Simplex Algorithm
In mathematical optimization, Dantzig's simplex algorithm (or simplex method) is a popular algorithm for linear programming. The name of the algorithm is derived from the concept of a simplex and was suggested by T. S. Motzkin. Simplices are not actually used in the method, but one interpretation of it is that it operates on simplicial ''cones'', and these become proper simplices with an additional constraint. The simplicial cones in question are the corners (i.e., the neighborhoods of the vertices) of a geometric object called a polytope. The shape of this polytope is defined by the constraints applied to the objective function. History George Dantzig worked on planning methods for the US Army Air Force during World War II using a desk calculator. During 1946 his colleague challenged him to mechanize the planning process to distract him from taking another job. Dantzig formulated the problem as linear inequalities inspired by the work of Wassily Leontief, however, at that t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematical Programming Society
The Mathematical Optimization Society (MOS), known as the Mathematical Programming Society until 2010, . is an international association of researchers active in . The MOS encourages the research, development, and use of optimization—including , [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
MPS (format)
MPS (Mathematical Programming System) is a file format for presenting and archiving linear programming (LP) and mixed integer programming problems. Overview The format was named after an early IBM LP product and has emerged as a de facto standard ASCII medium among most of the commercial LP solvers. Essentially all commercial LP solvers accept this format, and it is also accepted by the open-source COIN-OR system. Other software may require a customized reader routine in order to read MPS files. However, with the acceptance of algebraic modeling languages MPS usage has declined. For example, according to the NEOS server statistics in January 2011 less than 1% of submissions were in MPS form compared to 59.4% of AMPL and 29.7% of GAMS submissions. MPS is column-oriented (as opposed to entering the model as equations), and all model components (variables, rows, etc.) receive names. MPS is an old format, so it is set up for punch cards: Fields start in column 2, 5, 15, 25, 40 a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Operations Research
Operations research ( en-GB, operational research) (U.S. Air Force Specialty Code: Operations Analysis), often shortened to the initialism OR, is a discipline that deals with the development and application of analytical methods to improve decision-making. It is considered to be a subfield of mathematical sciences. The term management science is occasionally used as a synonym. Employing techniques from other mathematical sciences, such as modeling, statistics, and optimization, operations research arrives at optimal or near-optimal solutions to decision-making problems. Because of its emphasis on practical applications, operations research has overlap with many other disciplines, notably industrial engineering. Operations research is often concerned with determining the extreme values of some real-world objective: the maximum (of profit, performance, or yield) or minimum (of loss, risk, or cost). Originating in military efforts before World War II, its techniques have grown to ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
