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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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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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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 programmmin), and QPOPT (linear and quadratic programming). |
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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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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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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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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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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. |
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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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http://www.maxthis.com/curvi.htm - http://www.maxthis.com/curvi.htm
Solves nonlinear optimization problems. [Commercial] |
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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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Optimization Software Developed by J. Nocedal's Research Team - http://www.ece.northwestern.edu/~rwaltz/software.html
KNITRO, General Nonlinear Programming Solver; L-BFGS, Limited Memory Codes; PREQN, Preconditioning the Conjugate Gradient Method; and CG+, Conjugate Gradient Software. |
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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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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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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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ftp://dimacs.rutgers.edu/pub/netflow/mincost/solver-1/readme - ftp://dimacs.rutgers.edu/pub/netflow/mincost/solver-1/readme
Codes for network optimization. |
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http://users.bigpond.net.au/amiller/pikaia.zip - http://users.bigpond.net.au/amiller/pikaia.zip
General-purpose optimization subroutine based on a genetic algorithm, in Fortran 90. |
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MINPACK-2 - http://www-fp.mcs.anl.gov/otc/minpack/summary.html
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/. |