Diverse optimaliseringslinker

NEOS Guide

The NEOS guide have various resources available including :

• Case studies: Optimization in the real world – how practical problems are formulated as optimization problems. There are interactive demonstrations for LP, QP, SLP (Stochastic Linear Programming), Unconstrained optimization, IP (Integer Programming) and combinatorial optimization.
  
  For each demonstration you get a detailed overview of the problem and you can customize the specific problem and solve it online.
• Applications of optimization: A collection of applications which currently contains a logistics application.
• Test problems in linear and nonlinear programming.

Interior-Point Methods Online

• Mailinglist for interior-point methods.
• Huge archive of papers that have been announced through the mailinglist.

LOQO

LOQO is a system for solving smooth constrained optimization problems. The problem can be linear or nonlinear, convex or nonconvex, constrained or unconstrained. The only restriction is that the functions defining the problem are smooth. If the problem is convex, LOQO finds a globally optimal solution. Otherwise, it finds a locally optimal solution near to a given starting point.

LOQO can be downloaded for free in a time limited full version or a student version that have some limitations in the number of variables and constraints (300).

Background: Interior-Point Methods

This page has some easy understandable background information on interior-point methods. It also contains a simple sketch illustrating the theory behind IPM and a movie that demonstrates how an IPM is operating.

Nonlinear Programming - FAQ

Frequently asked question regarding Nonlinear programming.

Decision Tree for Optimization Software

A comprehensive site with a lots of information regarding ready to use software solutions for optimization problems.

The information includes the following different sections:

• Software sorted by problem to be solved

• Collection of testresults and performance tests.

• Example files ready to use with existing software.

• A short list of introductory texts, some online.

• Software which helps formulating an optimization problem or simplifying its solution.

NEOS server for optimization

This is an free online optimization solver that represents the state-of-the-art in optimization software. Here you can submit your own optimization problems (mostly AMPL/GAMS input) and choose between various solvers (KNITRO, SNOPT, LANCELOT, FILTER, LOQO etc).

There is also a FAQ which explains how to use the server for your optimization problems.

Mathematical Optimization online-book

This is an electronic book about mathematical optimization. The chapters are: Introduction, Methods for unconstrained problems, Methods for constrained problems, Methods of last Resort.

KNITRO

KNITRO is a Fortran 77 package  for solving  optimization problems, with or without constraints. 

The software is designed for large problems, but it is also effective, and recommended, for small and medium-size applications.

KNITRO provides both AMPL and Fortran interfaces.

KNITRO implements a novel algorithm for nonlinear programming. The algorithm belongs to the class of interior (or barrier) methods,  and uses trust regions to promote convergence.