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TANGO: Trustable Algorithms for Nonlinear General Optimization - http://www.ime.usp.br/~egbirgin/tango/
A set of Fortran routines for optimization developed at the University of São Paulo. Includes downloads, test problems, and related publications. |
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TANGO Project - http://www.ime.usp.br/~egbirgin/tango/index.php
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. |
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Global Optimization - http://www.mat.univie.ac.at/~neum/glopt.html
Links to global optimization code, mainly in Fortran 77 and C, but some links to local minimizers as well. |
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Stanford Business Software - http://www.sbsi-sol-optimize.com/
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 programming), and QPOPT (linear and quadratic programming). |
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Decision Tree for Optimization Software - http://plato.la.asu.edu/guide.html
Linear and non-linear optimization, constrained and unconstrained. Mainly Fortran 77 but some in C. |
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http://www.netlib.org/minpack/ - http://www.netlib.org/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. |
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Constrained and Unconstrained Testing Environment, revisted (CUTEr) - http://cuter.rl.ac.uk/cuter-www/
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. |
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Fortran Genetic Algorithm - http://cuaerospace.com/carroll/ga.html
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. |
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http://www-unix.mcs.anl.gov/~more/tron/ - http://www-unix.mcs.anl.gov/~more/tron/
Trust region Newton method for the solution of large bound-constrained optimization problems, by Chih-Jen Lin and Jorge Moré. |
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Computational Optimization and Applications - http://www.ici.ro/camo/hco.htm
Codes from journal, in Fortran, Matlab, C, and C++. |
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http://www.netlib.org/opt/ - http://www.netlib.org/opt/
Optimization codes at Netlib. |
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Lancelot - http://www.cse.clrc.ac.uk/nag/lancelot/
Fortran 77 package for solving unconstrained and constrained optimization problems, systems of nonlinear equations, and nonlinear least-squares problems. |
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Feasible Sequential Quadratic Programming (FSQP) - http://www.aemdesign.com/FSQPwhatis.htm
Minimizes the maximum of a set of smooth objective functions subject to general smooth constraints. Includes algorithm and problem descriptions, references, and pricing information. Free for academic use. |
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Differential Evolution - http://www.icsi.berkeley.edu/~storn/DE_FORTRAN90.f90
Fortran 90 code implementing the Differential Evolution method, a simple but powerful population-based, stochastic function minimizer. |
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http://www.caam.rice.edu/~zhang/circut/index.html - http://www.caam.rice.edu/~zhang/circut/index.html
Fortran 90 package for finding approximate solutions of certain binary quadratic programs, currently including the Max-Cut and the Max-Bisection problems. |
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http://galahad.rl.ac.uk/galahad-www/ - http://galahad.rl.ac.uk/galahad-www/
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. |
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Quadratic Assignment Problem Library (QAPLIB) - http://www.seas.upenn.edu/qaplib/codes.html
By R.E. Burkard, E. Çela, S.E. Karisch and F. Rendl. |
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Ladislav Luksan: Subroutines - http://www.uivt.cas.cz/~luksan/subroutines.html
Fortran 77 codes for nondifferentiable, large-scale, or dense nonlinear optimization. Mostly under the GNU General Public License. |
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Fortran 95 Codes for Convex Network Optimization - http://computation.pa.msu.edu/NO/F90/
Modules for random number generation, plotting, sorting, ranking, combinatorics, network optimization, and optimization. Written in FWEB by Aleksandar Donev. |
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Modulopt Optimization Routines - http://www-rocq.inria.fr/~gilbert/modulopt/optimization-routines/optimization-routines.html
Fortran 77 codes for unconstrained, bound constrained, and nonlinearly constrained optimization. |
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Linear Programming - http://www.econ.uiuc.edu/~roger/research/rqn/rqn.b
Ratfor code for the primal-dual log barrier form of the interior point LP solver of Lustig, Marsten and Shanno, ORSA J Opt 1992. |
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Projection-Type Methods for Large Quadratic Programs - http://web.unife.it/utenti/valeria.ruggiero/personale/software/
Fortran 77 code by Valentia Ruggiero for large and sparse convex quadratic programs. |
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http://www.maxthis.com/curvi.htm - http://www.maxthis.com/curvi.htm
Solves nonlinear optimization problems. [Commercial] |
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Generalized Simulated Annealing - http://www.unb.br/iq/kleber/GSA/artigo2/node2.html
Site discusses algorithm and has link to zip file with Fortran 77 code. |
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Klaus Schittkowski's Optimization Software - http://www.uni-bayreuth.de/departments/math/~kschittkowski/software.htm
Nonlinear programming codes: SQP, least squares, multicriteria optimization, data fitting in ODEs, DAEs, PDEs, PDAEs. |