Computers

Linear and non-linear optimization, constrained and unconstrained. Mainly Fortran 77 but some in C.

Trust region Newton method for the solution of large bound-constrained optimization problems, by Chih-Jen Lin and Jorge Moré.

Ratfor code for the primal-dual log barrier form of the interior point LP solver of Lustig, Marsten and Shanno, ORSA J Opt 1992.

Fortran 90 package for finding approximate solutions of certain binary quadratic programs, currently including the Max-Cut and the Max-Bisection problems.

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).

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.

Optimization codes at Netlib.

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.

Subspace-searching simplex method for the unconstrained optimization of general multivariate functions, generalizing the Nelder-Mead simplex method.

Fortran 77 code for general differentiable nonlinear programming using dense linear algebra, by Peter Spellucci.

A set of Fortran routines for optimization developed at the University of São Paulo. Includes downloads, test problems, and related publications.