Free and Open
Source software
| Name | License | Brief info |
|---|---|---|
| ADMB | BSD | nonlinear optimization framework, using automatic differentiation |
| ALGENCAN | GPL | Fortran code for general nonlinear programming. Interfaces with AMPL, C/C++, CUTEr, Matlab, Python, Octave and R. |
| APMonitor | BSD | MATLAB Toolbox and Python APIs to Mixed Integer Nonlinear Programming Solvers |
| ASCEND | GPL | mathematical modelling system |
| BOBYQA | An algorithm that seeks the least value of a nonlinear function subject to bound constraints, without using derivatives of the objective function. ByMichael J. D. Powell. Source code is freely available online. | |
| COBYLA | An algorithm that seeks the least value of a nonlinear function subject to nonlinear inequality constraints, without using derivatives of the objective function or the constraints. By Michael J. D. Powell. Source code is freely available online. | |
| CONDOR | GPL | Non-linear Continuous Objective Function for small dimension (n<20) with linear and non-linear constraints. Only the value of the objective function is used. Stand-Alone C++ code. |
| COIN-OR SYMPHONY | GPL | integer programming |
| CUTEr | GPL | testing environment for optimization and linear algebra solvers |
| dlib | Boost | A stand-alone C++ library with a variety of linear and non-linear solvers for small and large scale problems |
| GLPK | GPL | GNU Linear Programming Kit |
| IPOPT | CPL | large scale nonlinear optimization for continuous system (requires gradient) |
| JOptimizer | Apache License | Java library for convex optimization |
| L-BFGS | BSD | limited-memory quasi-Newton method optimization; for large scale optimization |
| Liger | LGPL | Liger is an open source integrated optimization environment for single and multi-objective nonconvex problems |
| LINCOA | An algorithm that seeks the least value of a nonlinear function subject to linear inequality constraints, without using derivatives of the objective function. By Michael J. D. Powell. Source code is freely available online. | |
| MIDACO | BY-NC-ND | Global optimization software, Limited Version, MINLP (Matlab, Octave, Python, C/C++ and Fortran) |
| MINUIT/MINUIT2 | (L)GPL | multivariate function minimizer for real-valued functions with analytic or numerical gradients |
| NEWUOA | An algorithm that solves unconstrained optimization problems without using derivatives. By Michael J. D. Powell. Source code is freely availableonline. | |
| NLopt | LGPL,MIT | many algos, many language bindings, global and local optimizers, derivative-free and gradient-driven |
| NOMAD | LGPL | generic black-box (no gradients required) optimization package |
| OpenOpt | BSD | free numerical optimization framework in Python language for solving NLP, LP, MIP, QP, etc with automatic differentiation features. |
| OptaPlanner | ASL | OptaPlanner is a lightweight, embeddable planning engine written in Java?. It helps normal Java? programmers solve constraint satisfaction problems efficiently. Under the hood, it combines optimization heuristics and metaheuristics with very efficient score calculation. |
| PPL | GPLv3 | integer programming problems, polyhedra |
| Scilab | CeCILL | cross-platform numerical computational package and a high-level, numerically oriented programming language with free numerical optimization framework. |
| TAO | BSD | large-scale optimization, focus on parallel |
Proprietary
software
- AIMMS — optimization
modeling system, including GUI building facilities - AMPL —
modelling language for large-scale linear, mixed integer and nonlinear
optimization - APMonitor — for
large-scale, nonlinear, differential and algebraic optimization - ASTOS — AeroSpace
Trajectory Optimization Software for launcher, re-entry and generic aerospace
problems - BARON — for global
optimization of algebraic nonlinear and mixed-integer nonlinear problems - CPLEX — integer, linear and
quadratic programming - FortMP — integer, linear
and quadratic programming - FortSP — stochastic
programming - General
Algebraic Modeling System - Gurobi — integer, linear
and quadratic programming - HillStormer — Nelder–Mead nonlinear
optimization with linear constraints - HEEDS
MDO — multidisciplinary design optimization using SHERPA, a hybrid,
adaptive optimization algorithm. - IMSL
Numerical Libraries Linear, quadratic, nonlinear, and sparse QP and
LP optimization algorithms implemented in standard programming languages C,
Java, C# .NET, Fortran, and Python. - IOSO —
(Indirect Optimization on the basis of Self-Organization) is a multiobjective,
multidimensional nonlinear optimization technology - Kimeme — an open platform
for multi-objective optimization and multidisciplinary design
optimization - Lingo — Linear, integer, nonlinear and stochastic
programming. Global optimization - LIONsolver — an
integrated software for data mining, modeling, Learning and
Intelligent OptimizatioN and reactive
business intelligence - modeFRONTIER —
multidisciplinary design optimization, for computer-aided engineering - Maple
(software) — Linear, quadratic, and nonlinear, continuous and integer
optimization. Constrained and unconstrained. Global optimization with add-on
toolbox. - MATLAB — Linear,
quadratic, and nonlinear problems with Optimization
Toolbox; multiple maxima, multiple minima, and non-smooth optimization
problems; estimation and optimization of model parameters. - Mathematica —
large-scale multivariate constrained and unconstrained, linear and nonlinear,
continuous and integer optimization. - MIDACO Global
optimization software based on evolutionary computing, MINLP (Matlab, Octave,
Python, C/C++ and Fortran) - MOSEK — linear, quadratic,
conic and convex nonlinear, continuous and integer optimization. - NAG —
Linear, quadratic, nonlinear, sums of squares of linear or nonlinear
functions; linear, sparse linear, nonlinear, bounded or no constraints; local
and global optimization; continuous or integer problems. - Nexus —
multidisciplinary optimization and design process integration - NMath — linear, quadratic
and nonlinear programming - IOSO —
multidisciplinary design optimization, for computer-aided engineering - OptimJ — Java based
modeling language. Premium Edition includes support for Gurobi, Mosek and
CPLEX solvers - Optimus
platform — a process integration and design optimization platform
developed by Noesis Solutions - OptiY - a design
environment providing modern optimization strategies and state of the art
probabilistic algorithms for uncertainty, reliability, robustness, sensitivity
analysis, data-mining and meta-modeling. - OptiStruct —
Award-winning CAE technology for conceptual design synthesis and structural
optimization. - PHX
ModelCenter — a graphical environment for automation, integration,
and design optimization. - PottersWheel —
Parameter estimation in ordinary differential equations (Matlab toolbox, free
for academic use). - SmartDO —
multidisciplinary global design optimization, specialized in computer-aided
engineering (CAE). using the direct global search approaches. - SNOPT — large-scale
optimization problems. - Unscrambler
Optimizer product formulation and process optimization software - TOMLAB — TOMLAB supports
global optimization, integer programming, all types of least squares, linear,
quadratic and unconstrained programming for MATLAB.
TOMLAB supports solvers like Gurobi, CPLEX, SNOPT and KNITRO. - VisSim — a visual block
diagram language for simulation and optimization of dynamical
systems. - WORHP — a large-scale
sparse solver for continuous nonlinear optimization.
Freeware
- AIMMS — free for academic
use. - AMPL —
free student license. - APMonitor — free for
academic or commercial use with interfaces to Python and MATLAB. - ASTOS — free for academic
use. - Galahad
library — free for academic use. - LIONsolver — free
license for academic use. - MIDACO Global
optimization software based on evolutionary computing, MINLP (Matlab, Octave,
Python, C/C++ and Fortran) - MINTO — integer programming
solver using branch and bound algorithm. Freeware for personal use. - OptimJ — Java based
modeling language. Free Edition includes support for lp_solve, GLPK and LP or
MPS file formats - PottersWheel —
Parameter estimation in ordinary differential equations (Free Matlab toolbox
for academic use). - SCIP —
Free only for research purpose as a member of a non-commercial and academic
institution. - WORHP — free of charge for
academic use.
HLBFGS算法建议使用微软刘洋老师的code
详见：http://research.microsoft.com/en-us/um/people/yangliu/software/hlbfgs/
时间： 2024-08-02 01:02:19