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Optimization Software GuideOptimization Software Guide

Jorge J. Moré and Stephen J. Wright



Frontiers in Applied Mathematics 14


"Moré and Wright have produced a compact, well-researched guide providing material and information that can be used by graduate students and researchers familiar with optimization problems. The book is divided into two parts: the first discusses, very briefly, several algorithms for different classes of optimization problems. The second provides exhaustive information on some of the most widely used optimization software, including areas covered and basic algorithms used, hardware/software environment requirements, vendors, individual researchers in the field, and some references." -- D.E. Bentil, University of Massachusetts at Amherst, Choice, June 1994.

"This is the book for the busy man or woman who is looking for a piece of software without having the time to learn everything about mathematical programming. The first part introduces the mathematical models that can be solved by the codes summarized in the second part. The program descriptions have been collected from the authors of the software. . . .The book should be on the desk of everybody who has to solve a practical optimization problem, e.g., in engineering sciences, operations research, natural sciences." -- Klaus Schittkowski, Mathematisches Institut, Universitaet Bayreuth, January 1994.


Developments in optimization theory, including emphasis on large problems and on interior-point methods for linear programming, have begun to appear in production software. Here is a reference tool that includes discussions of these areas and names software packages that incorporate the results of theoretical research. After an introduction to the major problem areas in optimization and an outline of the algorithms used to solve them, a data sheet is presented for each of the 75 software packages and libraries in the authors' survey. These include information on the capabilities of the packages, how to obtain them, and addresses for further information.

Standard optimization paradigms are addressed -- linear, quadratic, and nonlinear programming; network optimization; unconstrained and bound-constrained optimization; least-squares problems; nonlinear equations; and integer programming. The most practical algorithms for the major fields of numerical optimization are outlined, and the software packages in which they are implemented are described.

This format will aid current and potential users of optimization software in classifying the optimization problem to be solved, determining appropriate algorithms, and obtaining the software that implements those algorithms. Readers need only a basic knowledge of vector calculus and linear algebra to understand this book.

Contents

Preface; Part I: Overview of Algorithms. Chapter 1: Optimization Problems and Software; Chapter 2: Unconstrained Optimization; Chapter 3: Nonlinear Least Squares; Chapter 4: Nonlinear Equations; Chapter 5: Linear Programming; Chapter 6: Quadratic Programming; Chapter 7: Bound-Constrained Optimization; Chapter 8: Constrained Optimization; Chapter 9: Network Optimization; Chapter 10: Integer Programming; Chapter 11. Miscellaneous Optimization Problems; Part II: Software Packages. AMPL; BQPD; BT; BTN; CNM; CONOPT; CONSOL-OPTCAD; CPLEX; C-WHIZ; DFNLP; DOC; DOT; FortLP; FSQP; GAMS; GAUSS; GENESIS; GENOS; GINO; GRG2; HOMPACK; IMSL Fortran and C Library; LAMPS; LANCELOT; LBFGS; LINDO; LINGO; LNOS; LPsolver; LSGRG2; LSNNO; LSSOL; M1QN2 and M1QN3; MATLAB; MINOS; MINPACK-1; MIPIII; MODULOPT; NAG C library; NAG Fortran Library; NETFLOW; NETSOLVE; NITSOL; NLPE; NLPQL; NLPQLB; NLSFIT; NLSSOL; NLPSPR; NPSOL; OB1; ODRPACK; OPSYC; OptiA; OPTIMA Library; OPTPACK; OSL; PC- PROG; PITCON; PORT 3; PROC NLP; Q01SUBS; QAPP; QPOPT; SPEAKEASY; SQP; TENMIN; TENSOLVE; TN/TNBC; TNPACK; UNCMIN; VE08; VE10; VIG and VIMDA; What's Best!; Appendix: Internet Software; References.

1993 / xii + 154 pages / Softcover / ISBN-13: 978-0-898713-22-0 / ISBN-10: 0-89871-322-6 /
List Price $55.50 / SIAM Member Price $38.85 / Order Code FR14
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