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Optimization
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Netflow
Codes for network optimization.
Fortran Genetic Algorithm
Initializes a random sample of individuals with different parameters to be optimized using the genetic algorithm approach -- evolution via survival of the fittest. By David Carroll.
Constrained and Unconstrained Testing Environment, revisted (CUTEr)
Testing environment for optimization and linear algebra solvers. The package includes a collection of test problems, along with Fortran 77, Fortran 90/95 and Matlab tools intended to help developers design, compare and improve new and existing solvers.
Galahad
Thread-safe library of Fortran 90 packages for solving nonlinear optimization problems, covering unconstrained and bound-constrained optimization, quadratic programming, nonlinear programming, systems of nonlinear equations and inequalities, and nonlinear least squares problems.
DONLP2
Programs by Peter Spellucci for nonlinear programming.
Decision Tree for Optimization Software
Linear and non-linear optimization, constrained and unconstrained. Mainly Fortran 77 but some in C.
Pikaiai
General-purpose optimization subroutine based on a genetic algorithm, in Fortran 90.
Projection-Type Methods for Large Quadratic Programs
Fortran 77 code by Valentia Ruggiero for large and sparse convex quadratic programs.
MINPACK-2
Optimization algorithms and software for high-performance computers. The software includes subroutines for the solution of systems of nonlinear equations, nonlinear least squares problems, and minimization problems. Code can be downloaded from ftp://info.mcs.anl.gov/pub/MINPACK-2/.
Modulopt Optimization Routines
Fortran 77 codes for unconstrained, bound constrained, and nonlinearly constrained optimization.
TRON
Trust region Newton method for the solution of large bound-constrained optimization problems, by Chih-Jen Lin and Jorge Moré.
CirCut
Fortran 90 package for finding approximate solutions of certain binary quadratic programs, currently including the Max-Cut and the Max-Bisection problems.
Lancelot
Fortran 77 package for solving unconstrained and constrained optimization problems, systems of nonlinear equations, and nonlinear least-squares problems.
Optimization Software Developed by J. Nocedal's Research Team
KNITRO, General Nonlinear Programming Solver; L-BFGS, Limited Memory Codes; PREQN, Preconditioning the Conjugate Gradient Method; and CG+, Conjugate Gradient Software.
Linear Programming
Ratfor code for the primal-dual log barrier form of the interior point LP solver of Lustig, Marsten and Shanno, ORSA J Opt 1992.
Computational Optimization and Applications
Codes from journal, in Fortran, Matlab, C, and C++.
Differential Evolution
Fortran 90 code implementing the Differential Evolution method, a simple but powerful population-based, stochastic function minimizer.
TANGO Project
Fortran 77 routines for Optimization developed at the Department of Applied Mathematics of the State University of Campinas and at the Department of Computer Science of the University of São Paulo, under the coordination of Professor J. M. Martínez. Only well-established methods are included. The codes are easy to use and require minimum previous knowledge.
Nonsmooth optimization subgradient method with variable metric and stepsize control
Fortran 77 code by S. P. Uryasev. A similar code is at http://www.ise.ufl.edu/uryasev/varg.txt .
Global Optimization
Links to global optimization code, mainly in Fortran 77 and C, but some links to local minimizers as well.
Curvi
Solves nonlinear optimization problems. [Commercial]
Network Optimization Codes
By Dimitri P. Bertsekas.
Minpack
Fortran 77 code for solving nonlinear equations and nonlinear least squares problems. Five algorithmic paths each include a core subroutine and an easy-to-use driver. The algorithms proceed either from an analytic specification of the Jacobian matrix or directly from the problem functions.
Opt
Optimization codes at Netlib.
SUBPLEX
Subspace-searching simplex method for the unconstrained optimization of general multivariate functions, generalizing the Nelder-Mead simplex method.
Stanford Business Software
Sells Fortran 77 optimization codes MINOS (linear programming and nonlinear optimization), SNOPT (large-scale quadratic and nonlinear programming), NPSOL (nonlinear programming), LSSOL (Linearly constrained linear least squares problems and convex quadratic programmmin), and QPOPT (linear and quadratic programming).
Quadratic Assignment Problem Library (QAPLIB)
By R.E. Burkard, E. Çela, S.E. Karisch and F. Rendl.
Generalized Simulated Annealing
Site discusses algorithm and has link to zip file with Fortran 77 code.
Klaus Schittkowski's Optimization Software
Nonlinear programming codes: SQP, least squares, multicriteria optimization, data fitting in ODEs, DAEs, PDEs, PDAEs.
Discrete Linear Optimization
Fortran 90 code by Richard J. Hanson to solve knapsack problems with bounds.
Experimental and Agent-Based Computational Economics
Fortran 77 programs for the Repulsive Particle Swarm, Differential Evolution, Real coded Genetic Algorithm, Simulated Annealing, and Generalized Simulated Annealing methods. Code for fittting the logarithmic spiral and for the Maximum Entropy Leuven Estimator for Multicollinearity.
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