Optimization software
Jussi Hakanen Post-doctoral researcher
[email protected]
spring 2015
TIES483 Nonlinear optimization
Contents Selecting a proper software Some optimization platforms Examples of optimization software
spring 2015
TIES483 Nonlinear optimization
What optimization SW you know/have used?
spring 2015
TIES483 Nonlinear optimization
Selecting software Lots of software available (also free ones) Decision Tree for Optimization Software, plato.asu.edu/guide.html NEOS Optimization Software Guide, neosguide.org/Optimization-Guide
spring 2015
TIES483 Nonlinear optimization
Optimization platforms Include modelling language for formulating the optimization problem and solving it Typically commercial Many different optimization solvers included (different licenses) Free student/academic versions (the size of the problem typically restricted) – – – –
spring 2015
AMPL, www.ampl.com/ GAMS, www.gams.com/ MPL, www.maximalsoftware.com/ AIMMS, www.aimms.com/
TIES483 Nonlinear optimization
Optimization platforms NEOS server, www.neos-server.org/ – Optimization performed in the servers of NEOS – Problem input in some specified format, depends on the solver used (e.g. ampl/gams)
spring 2015
TIES483 Nonlinear optimization
COIN-OR www.coin-or.org/ Open source project for computational infrastructure for Operations Research Provides different open source projects for nonlinear optimization (e.g. Ipopt)
spring 2015
TIES483 Nonlinear optimization
Matlab, Scilab, SciPy, … Matlab, www.mathworks.com/products/matlab – Tools also for modelling the problem – Matlab Central (file exchange), www.mathworks.com/matlabcentral/fileexchange/
Gnu Octave (open source), www.gnu.org/software/octave/ Scilab (open source), www.scilab.org/ SciPy (open source), www.scipy.org/ – NLopt, ab-initio.mit.edu/wiki/index.php/NLopt
Wolfram Alpha, www.wolframalpha.com/ spring 2015
TIES483 Nonlinear optimization
Lingo www.lindo.com/ “LINGO is a comprehensive tool designed to make building and solving Linear, Nonlinear (convex & nonconvex/Global), Quadratic, Quadratically Constrained, Second Order Cone, Stochastic, and Integer optimization models faster, easier and more efficient.”
spring 2015
TIES483 Nonlinear optimization
Linear problems Cplex, www01.ibm.com/software/commerce/optimization/c plex-optimizer/ – – – –
spring 2015
linear and quadratic problems continuous and/or discrete variables benchmark software for linear problems IBM Academic Initiative
TIES483 Nonlinear optimization
Mixed variables www.localsolver.com/ Solves large-scale mixed-variable non-convex optimization problems Object-oriented programming interfaces (APIs) for C++, Java, .NET Free for academics
spring 2015
TIES483 Nonlinear optimization
Frameworks for metaheuristics Paradiseo, paradiseo.gforge.inria.fr/
– ANSI-C++ compliant – object-oriented – parallel and distributed architectures (MPI)
– Own optimization algorithms can be created and some algorithms readily available – Idea is to maximally reuse the code
– Generic components (variation operators, selection, replacement, termination, particle behaviors …) – Open source
Similar
– jMetal, jmetal.sourceforge.net/ – openMOEA, sourceforge.net/projects/moeaframework/
spring 2015
TIES483 Nonlinear optimization
Process integration platforms Software frameworks that enable usage of different modelling/simulation and optimization tools in a common platform Typically commercial Examples – Optimus, www.noesissolutions.com/Noesis/ – modeFrontier, www.esteco.com/modefrontier – BOSS quattro, www.plm.automation.siemens.com/en_us/products/lms/ samtech/boss-quattro.shtml – optiSLang, www.dynardo.de/en/software/optislang.html – HEEDS, www.redcedartech.com/products/heeds_mdo spring 2015
TIES483 Nonlinear optimization
