External Sources of Numerical Optimization Information
Here are a few interesting titbits concerning numerical optimization/
mathematical programming:
 
- Opt-Net
- The Mathematical
Programming Society
- SIAM
activity group on optimization
- Linear programming frequently-asked questions -
hypertext or
plaintext
- Nonlinear programming frequently-asked questions -
hypertext or
plaintext
- Optimization Online
- The
Optimization Technology Center with its
guide
to optimization software
- The
Network-Enabled Optimization System - you must try this!!!
- The e-optimization community
- A
Decision Tree for Optimization Software from Arizona State University;
associated Benchmarks
for Optimization Software
- The Computational Optimization and Applications
Software Forum.
- A list
of codes for optimization and related fields by Jiefeng Xu
- Linear programming codes:
LOQO,
LIPSOL,
HOPDM,
BPMPD,
PCx,
SoPlex
- Linear programming test problems:
Netlib,
Maros and Meszaros's
and the
U. of Iowa
collections
- Mixed integer linear programming test problems:
MIPLIB
- Linear network programming codes:
MCF
- Linear and convex programming codes:
MOSEK
- Quadratic programming codes:
LOQO,
QPB/QPA
(see also our quadratic
programming page)
- Quadratic programming test examples:
Maros and Meszaros's and the
U. of Iowa sets
- Bound constrained minimization codes:
TRON
- Nonlinear programming codes:
filterSQP,
FSQP,
HQP,
IPOPT,
KNITRO,
LANCELOT,
LANCELOT B,
LOQO,
MINOS,
SNOPT,
OPT++.
- Nonlinear programming test problems:
Hock & Schittkowski and Schittkowski,
CUTEr,
AMPL,
PCOMP,
COPS
collections
- Global optimization codes:
MCS
- Derivative-free codes:
APPSPACK,
MIDACO
- Nonsmooth optimization codes:
SolvOpt
- Semi-infinite programming codes:
NSIPS
- Semi-infinite programming test problems:
SIPAMPL
- Semi-definite programming codes:
CSDP,
LMITOOL,
PENNON,
SDPHA,
SDPpack,
SDPT3,
SeDuMi.
- Semi-definite programming test problems:
SDPLIB
- Stochastic optimizattion test examples:
U. Florida set
- The TOMLAB
optimization environment in Matlab
- OptSolve++,
C++ libraries for nonlinear optimization
- MINOPT:
a modeling language and algorithmic framework for linear, mixed-integer,
nonlinear, dynamic, and mixed-integer nonlinear optimization
- An
on-line optimization system for mixed-integer linear programming
- Our quadratic
programming page
- Multidisciplinary Optimization
Test Suite
- PDE-Constrained Optimization
test problems
- The
Interior Point Archive
- The
complementarity problem NET
- The IFIP working group 7.4 on
discrete optimization
- DONET, a consortium of
European research institutes on discrete optimization
- A computational
supplement on combinatorial optimization by
Jon Lee
- A
global optimization page and another
- A compendium of
NP
optimization problems
- Tools for
automatic
differentiation and
structured
automatic differentiation
-
PGAPack, a general-purpose, data-structure-neutral, parallel genetic
algorithm library
- AMPL:
a modeling language for mathematical programming;
frequently-asked questions
- The IBM
Optimization Subroutine Library (OSL) and its guide and reference
manual
- CPLEX Optimization, Inc.
- LINDO
Systems Optimization Products
- Maximal Software, Inc.
- Center for Wave Phenomena Object-Oriented Optimization
Library (COOOL)
- INFORMS Online,
the Web site of the Institute for
Operations Research and the Management Sciences
- The Operations Research
Society
- Michael Trick's Operations
Research Page
- Harvey Greenberg's Mathematical Programming
Glossary and
Myths and Counterexamples
- A list of optimization
people