FortMP is a software package for solving large-scale
optimization problems. It solves
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, li ...
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 algorithm.
References
External links
FortMP OverviewFortMP home pageOptiRisk Systems home page
{{DEFAULTSORT:Fortmp
Mathematical optimization software