| CirCut: Fortran 90 package for finding approximate solutions of certain binary quadratic programs, currently including the Max-Cut and the Max-Bisection problems. |
| Computational Optimization and Applications: Codes from journal, in Fortran, Matlab, C, and C++. |
| Constrained and Unconstrained Testing Environment, revisted (CUTEr): Testing environment for optimization and linear algebra solvers. The package contains 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. |
| Curvi: Solves nonlinear optimization problems. [Commercial] |
| Decision Tree for Optimization Software: Linear and non-linear optimization, constrained and unconstrained. Mainly Fortran 77 but some in C. |
| Differential Evolution: Fortran 90 code implementing the Differential Evolution method, a simple but powerful population-based, stochastic function minimizer. |
| DONLP2: Programs by Peter Spellucci for nonlinear programming. |
| Feasible Sequential Quadratic Programming (FSQP): Code for minimization of the maximum of a set of smooth objective functions subject to general smooth constraints. |
| 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. |
| 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. |
| Genetic Algorithms: For use in designing composite materials, by Layne T. Watson. |
| Global Optimization: Links to global optimization code, mainly in Fortran 77 and C, but some links to local minimizers as well. |
| Klaus Schittkowski's Optimization Software: Nonlinear programming codes: SQP, least squares, multicriteria optimization, data fitting in ODEs, DAEs, PDEs, PDAEs. |
| Ladislav Luksan Optimization Code: Fortran 77 codes for nondifferentiable, large-scale, or dense nonlinear optimization. |
| Lancelot: Fortran 77 package for solving unconstrained and constrained optimization problems, systems of nonlinear equations, and nonlinear least-squares problems. |
| 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. |
| 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. |
| Modulopt Optimization Routines: Fortran 77 codes for unconstrained, bound constrained, and nonlinearly constrained optimization. |
| Netflow: Codes for network optimization. |
| Network Optimization Codes: By Dimitri P. Bertsekas. |
| Nonlinear Constrained Optimization: Solves online constrained optimization problems specified by the user as Fortran programs. |
| Opt: Optimization codes at Netlib. |
| 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. |
| Pikaiai: General-purpose optimization subroutine based on a genetic algorithm, in Fortran 90. |
| Projection-Type Methods for Large Quadratic Programs: Fortran 77 code by Valentia Ruggiero for large and sparse convex quadratic programs. |
| Quadratic Assignment Problem Library (QAPLIB): By R.E. Burkard, E. Çela, S.E. Karisch and F. Rendl. |
| 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). |
| SUBPLEX: Subspace-searching simplex method for the unconstrained optimization of general multivariate functions, generalizing the Nelder-Mead simplex method. |
| TRON: Trust region Newton method for the solution of large bound-constrained optimization problems, by Chih-Jen Lin and Jorge Moré. |
Classical
