• CPLEX

  • Referenced in 2551 articles [sw04082]
  • solves linearly or quadratically constrained optimization problems where the objective to be optimized...
  • SeDuMi

  • Referenced in 1175 articles [sw04002]
  • Matlab toolbox for solving optimization problems over symmetric cones, i.e. it allows not only...
  • LIBSVM

  • Referenced in 1088 articles [sw04879]
  • LIBSVM. Issues such as solving SVM optimization problems theoretical convergence multiclass classification probability estimates...
  • Tabu search

  • Referenced in 1041 articles [sw08556]
  • implementation principles for solving combinatorial or nonlinear problems. We also identify recent developments and extensions ... provide several examples of discrete optimization problems to illustrate the strategic concerns of tabu search...
  • KELLEY

  • Referenced in 600 articles [sw04829]
  • introduction to optimization methods for unconstrained and bound constrained minimization problems. The style ... parameter identification problem and a discretized optimal control problem, both of which are used ... parameter identification problem and the discretized optimal control problem introduced in chapter 1, and with ... optimization of noisy functions. Such optimization problems arise, e.g., when the evaluation of the objective...
  • YALMIP

  • Referenced in 913 articles [sw04595]
  • MATLAB toolbox for rapid prototyping of optimization problems. The package initially aimed at the control...
  • GAMS

  • Referenced in 838 articles [sw04978]
  • modeling linear, nonlinear and mixed integer optimization problems. The system is especially useful with large...
  • L-BFGS

  • Referenced in 715 articles [sw03229]
  • memory algorithm for solving large nonlinear optimization problems subject to simple bounds on the variables...
  • CVX

  • Referenced in 692 articles [sw04594]
  • DCPs). CVX supports a number of standard problem types, including linear and quadratic programs (LPs/QPs ... also solve much more complex convex optimization problems, including many involving nondifferentiable functions, such...
  • Ipopt

  • Referenced in 625 articles [sw04808]
  • find (local) solutions of mathematical optimization problems of the from...
  • AMPL

  • Referenced in 583 articles [sw04001]
  • modeling language for linear and nonlinear optimization problems, in discrete or continuous variables. Developed ... common notation and familiar concepts to formulate optimization models and examine solutions, while the computer...
  • VRP

  • Referenced in 987 articles [sw05207]
  • Vehicle Routing Problem (VRP) is one of the most challenging combinatorial optimization task. Defined more ... years ago, this problem consists in designing the optimal set of routes for fleet ... technical reports, many different variants of the problem, alternative algorithms and techniques for solving...
  • SNOPT

  • Referenced in 507 articles [sw02300]
  • proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective ... subproblems. It is designed for problems with many thousands of constraints and variables ... trajectory optimization in the aerospace industry. Numerical results are given for most problems...
  • BARON

  • Referenced in 311 articles [sw00066]
  • computational system for solving nonconvex optimization problems to global optimality. Purely continuous, purely integer ... nonlinear problems can be solved with the software. The Branch And Reduce Optimization Navigator derives ... hills and valleys of complex optimization problems in search of global solutions...
  • Optimization Toolbox

  • Referenced in 283 articles [sw10828]
  • Solve linear, quadratic, integer, and nonlinear optimization problems. Optimization Toolbox™ provides functions for finding parameters ... these solvers to find optimal solutions to continuous and discrete problems, perform tradeoff analyses...
  • Mosek

  • Referenced in 371 articles [sw04618]
  • tool for solving mathematical optimization problems. Some examples of problems MOSEK can solve are linear ... conic problems and mixed integer problems. Such problems occurs frequently in Financial applications e.g. portfolio ... strengths of the linear and conic optimizers in MOSEK, then MOSEK is currently employed widely...
  • INTOPT_90

  • Referenced in 304 articles [sw04705]
  • Rigorous global search: continuous problems The monograph gives a survey of interval arithmetic based methods ... solving systems of equations and global optimization problems. The connection between these two themes ... finding is an almost unavoidable part of optimization. The interval arithmetic philosophy of selfvalidation ... Nonlinear equations and optimization. Preprint.). The chapter about non-differentiable problems (17 pages) studies function...
  • GloptiPoly

  • Referenced in 293 articles [sw04343]
  • Moments (GPM), an infinite-dimensional optimization problem which can be viewed as an extension ... classical problem of moments. From a theoretical viewpoint, the GPM has developments and impact ... important applications in various fields such as optimization, probability, finance, control, signal processing, chemistry, cristallography ... handle moment problems with polynomial data. Many important applications in e.g. optimization, probability, financial economics...
  • EGO

  • Referenced in 335 articles [sw07588]
  • algorithm solves costly box-bounded global optimization problems with additional linear, nonlinear and integer constraints...
  • Concorde

  • Referenced in 302 articles [sw04770]
  • problem (TSP) and some related network optimization problems. The code is written in the ANSI ... solver has been used to obtain the optimal solutions to 106 of the 110 TSPLIB ... create specialized codes for TSP-like problems. All Concorde functions are thread-safe for programming...