CirCut
Fortran 90 package for finding approximate solutions of certain binary quadratic programs, currently including the Max-Cut and the Max-Bisection problems.
url: www.caam.rice.edu/~zhang/circut/index.html
Computational Optimization and Applications
Codes from journal, in Fortran, Matlab, C, and C++.
url: www.ici.ro/camo/hco.htm
Curvi
Solves nonlinear optimization problems. [Commercial]
url: www.maxthis.com/curvi.htm
Decision Tree for Optimization Software
Linear and non-linear optimization, constrained and unconstrained. Mainly Fortran 77 but some in C.
url: plato.la.asu.edu/guide.html
DONLP2
Programs by Peter Spellucci for for nonlinear programming.
url: plato.la.asu.edu/donlp2.html
Feasible Sequential Quadratic Programming (FSQP)
Code for minimization of the maximum of a set of smooth objective functions subject to general smooth constraints.
url: 64.238.116.66/aemdesign/FSQPframe.htm
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.
url: cuaerospace.com/carroll/ga.html
Functional Minimization using Simulated Annealing
Program minimizes a function using a straightforward Metropolis algorithm.
url: web.mse.uiuc.edu/matse390/ANNEAL/
Functional Minimization using Simulated Annealing
Fortran 90 code.
url: bguy.mse.uiuc.edu/matse390/ANNEAL/
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.
url: galahad.rl.ac.uk/galahad-www/
Genetic Algorithms
For use in designing composite materials, by Layne T. Watson.
url: people.cs.vt.edu/~ltw/genetic_alg/
Global Optimization
Links to global optimization code, mainly in Fortran 77 and C, but some links to local minimizers as well.
url: www.mat.univie.ac.at/~neum/glopt.html
Global Solutions (GlobSol)
Package for rigorous solution of non-linear systems and global optimizations problems.
url: www.mscs.mu.edu/~globsol/
Klaus Schittkowski's Optimization Software
Nonlinear programming codes: SQP, least squares, multicriteria optimization, data fitting in ODEs, DAEs, PDEs, PDAEs.
url: www.uni-bayreuth.de/departments/math/~kschittkowsk...
Ladislav Luksan Optimization Code
Fortran 77 codes for nondifferentiable, large-scale, or dense nonlinear optimization.
url: www.uivt.cas.cz/~luksan/subroutines.html
Lancelot
Fortran 77 package for solving unconstrained and constrained optimization problems, systems of nonlinear equations, and nonlinear least-squares problems.
url: www.cse.clrc.ac.uk/nag/lancelot/
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.
url: www.econ.uiuc.edu/~roger/research/rqn/rqn.b
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.
url: www.netlib.org/minpack/
Minpack
Fortran 90 routines, translated by John Burkhardt from the original Fortran 77, for the solution of a set of N nonlinear equations in N unknowns using Powell's method, and for the minimization of M nonlinear functions in N unknowns, using the Levenberg-Marquardt method. The user may supply the jacobian matrix or have it approximated by finite differences.
url: www.csit.fsu.edu/~burkardt/f_src/minpack/minpack.h...
Modulopt Optimization Routines
Fortran 77 codes for unconstrained, bound constrained, and nonlinearly constrained optimization.
url: www-rocq.inria.fr/~gilbert/modulopt/optimization-r...
Network Optimization Codes
By Dimitri P. Bertsekas.
url: www.mit.edu:8001/people/dimitrib/noc.htm
Nonlinear Constrained Optimization
Solves online constrained optimization problems specified by the user as Fortran programs.
url: arc.engin.umich.edu/vmcon-docs/vmcon.html
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.
url: www.ece.northwestern.edu/~rwaltz/software.html
Quadratic Assignment Problem Library (QAPLIB)
By R.E. Burkard, E. Çela, S.E. Karisch and F. Rendl.
url: www.seas.upenn.edu/qaplib/codes.html
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).
url: www.sbsi-sol-optimize.com/
SUBPLEX
Subspace-searching simplex method for the unconstrained optimization of general multivariate functions, generalizing the Nelder-Mead simplex method.
url: cvs.sdsc.edu/cgi-bin/cvsweb.cgi/gridapps/gridapps/...
TRON
Trust region Newton method for the solution of large bound-constrained optimization problems, by Chih-Jen Lin and Jorge Moré.
url: www-unix.mcs.anl.gov/~more/tron/
