OR/MS Today, June 2007
Linear Programming Survey
Table 13
|
Product |
New Features |
Other Techniques |
Comments |
| AIMMS, The Modeling System | Parallel solver sessions; stochastic programming support; new syntax editor; case differencing; web services; GIS support; pivot table; multi-developer support; and more | Integrated development and end user GUI; point-and-click database and XML integration; advanced developer support tools; outer approximation algorithm; multi-language and unit support; internal data management facilities; batch run options; multi-agent te | The AIMMS modeling system is a general purpose tool not limited to linear programming. It is open to many solvers and solver types, and allows for building a complete optimization package ready for use by any industry. |
| AMPL | Complementarity constraints; "lazy" constraints and user cuts; indicator (logic) constraints; global optimization solver support | General nonlinear solver support including 2nd derivatives; support for detailed solver-specific directives and results | |
| AMPL Studio/AMPL COM Object | Has same look and feel as MS Developer Studio; accesses full features of AMPL; does not require (keyboard) text-based interaction with command lines | COM objects can be used to develop customised Decision Support System (DSS) applications | |
| C-WHIZ | MATEDIT is a matrix viewer/editor. SOLVIEW is an interactive solution viewer. | ||
| DATAFORM | TABEDIT is an interactive viewer/editor for tables on a DATAFORM database. | DATAFORM is a model-database manager and a programming language specifically designed for math programming applications. It has access to the entire model environment. | |
| FortMP & FortMP-MEX | Multi-threading features introduced for shared memory parallel computers (FortMP-MEX: Large scale optimization solver system for MATLAB) | Constraint classification for IP; quadratic (mixed) integer programming | |
| FortSP/SPInE | Stochastic decomposition algorithm due to Sen and Higle introduced in the solver suite; level decomposition method is available in beta version; New scenario generator. SPInE: Scenario Generator Library is developed for SPInE. Method of simulation and str | SPInE: Creates stochastic programming (SP) models through connection with two-stage and multi-stage scenario trees | |
| Frontier Analyst | Malmquist indices; super efficiency; allocative efficiency; categorical variables; multiple analysis configurations; full support for multi-processor computers; improved reporting with quick export to Microsoft Word; direct import of data from SQL Server, | Frontier Analyst is a performance measurement tool which uses Data Envelopment Analysis (DEA) to compare the relative performance of organisational units. Frontier Analyst is used widely in academic, public, private and government organisations. | |
| GAMS | GAMS Grid Facility; new versions solvers integrated as available; new COIN solvers | ||
| GENO | GENO is a real-coded genetic algorithm that can be used to solve uni- or multi-objective optimization problems. The problems presented may be static or dynamic in character. They may be unconstrained or constrained by equality or inequality constraints, c | ||
| GIPALS - Linear Programming Environment & GIPALS32 - Linear Programming Library | Improved performance in three times; completely new user interface; new preprocessor algorithms | View/export the matrix pallete; import/export MPS files | GIPALS32: Easy integration into Visual C++, Visual C#, .NET, Visual Basic, Visual Basic.NET, Delphi and others |
| ILOG CPLEX | Conflict Refiner identifies conflicting constraints and bounds; Solution Polishing improves feasible solutions; advanced MIP restart uses initial and partial solutions | With callbacks and goals, users can customize and control the MIP branch-and-cut process, such as branching and node selection strategies and cutting planes. | ILOG Optimization Decision Manager (ODM) is an application development tool for building and deploying custom planning and scheduling applications based on CPLEX. |
| ILOG OPL-CPLEX Development System | Logical constraints; iterative multi-model algorithms; warm-start; external calls to Java; decision expressions; performance profiler | Generation of interactive decision support applications with new ILOG ODM; constraint programming-based optimization with new ILOG CP Optimizer | ILOG OPL-CPLEX provides a complete IDE and modeling language, data access, model debugging and tuning, MP and CP solvers and application generation. |
| KNITRO Optimization Solver | KNITRO 5.1 adds new user options to improve algorithm performance, control multi-start behavior, and save iterates on large, difficult problems. The distribution includes the Intel Math Kernel Library for BLAS and LAPACK functions, providing significant s | ||
| LAMPS | Exposes COM+ interfaces and is callable from any programing or scripting environment. | ||
| Large-Scale LP/QP Solver Engine | Now works with Solver Platform SDK as well as Premium Solver Platform; handles QPs as well as LPs; greatly improved prefomance; many new integer options | ||
| Large-Scale SQP Solver Engine | New integrated Evolutionary Solver uses SQP Solver for subproblems, solver arbitrary non-smooth models | Smooth nonlinear optimization; multi-start methods for global optimization; genetic algorithms for arbitrary non smooth optimization | |
| LINDO API | Improved neighborhood search heuristics for Ips; faster dual simplex solver; additional cutting planes for integer programs | A fast, reliable set of callable solvers to create linear, integer, nonlinear, quadratic and global optimization applications | |
| Linear Programming Tool | This is a low cost, high precision solver for basic LP analysis. | ||
| LINGO | New programming language extensions and new model browser | Fast linear, nonlinear, global and integer solvers and capable modeling language make it a powerful tool for OR professionals | |
| LOQO | The user's manual is posted here: http://www.princeton.edu/~rvdb/tex/loqo/loqo405.pdf | ||
| LPMT | Quadratic programming; sequential quadratic programming | LPMT is a GAUSS Application add-on that solves the linear programming problem. GAUSS is a full-featured matrix programming language that comes with other linear and nonlinear solvers and a sparse matrix data type. | |
| lp_solve | Enhanced presolve, speed and stability | Multiple user program call-back features for reporting and program control | Version 6 expected in Q3: this version is a major rewrite for complex model stability, improved presolve and provides access to subsolvers. The fully bounded simplex has been implemented. |
| MINTO | Streamlined interface; connections to LP solver through COIN-OSI Solver Interface; hooks to AMPL and GNU Mathprog; new braching rules | ||
| MOSEK | New product; works with Premium Solver Platform and Solver Platform SDK; very high preformance on LP, QP and especially QCP and SOCP problems | ||
| MOSEK Optimization Tools | The inclusion of a concurrent optimizer that allows the user to run multiple optimizers in parallel; sensitivity analysis for linear problems; a Python interface ships in 2007 | MOSEK provides extensive support for conic optimization. | MOSEK provides APIs for C, Java, .NET and Python at no additional cost. The parallel features in MOSEK are available at no additional cost. |
| MPL Modeling System | New release of MPL offers: increased speed and scalability supporting up to millions of variables/constraints; Windows 64-bit support: Intel/AMD/Itanium; new solver versions: CPLEX 10.1, XPress 2007A, CoinMP, GLPK 4.16, LPSolve 5.5, Path, KNITRO, Conopt, | With the OptiMax 2000 Component Library (listed separately), MPL models can be easily embedded into end-user applications using programming languages such as Visual Basic, VBA (Excel/Access), .NET, C/C++, Java, Delphi, multiple web-scripting languages. | The MPL Modeling Language offers a natural algebraic notation that enables the model developer to formulate complex optimization models in a consise, easy-to-read format. It is a very flexible language that can be used to formulate models in many differen |
| NAG C Library | Extended optimization capabilities, including: constrained minimization; quadratic programming for large sparse problems | The NAG C Library contains 1000+ functions and is the most comprehensive collection of algorithms for C and C++ programmers. | |
| OML (Optimization and Modeling Library) | |||
| OMP Supply Chain Suite | Several heuristics; probing; infeasibility diagnosis; LP speed and stability improvement; multi-core support; quadr. objective | Cutting stock solver; Gantt scheduling; supply chain planning environment | |
| OptiMax 2000 Component Library | New release of OptiMax offers: four separate programming environments, Com/ActiveX, .NET, C/C++ and Java. In addition, more than 20 new objects have been added, including enhanced objects for solver handling and data management. | OptiMax 2000, is an object oriented component library, specifically designed to help embed optimization models into end-user applications. It provides all the methods and properties that the application program needs to read and manage models, import and | OptiMax 2000 is the tool that finally bridges the gap between model developers, whose expertise lies in formulating models, and IT professionals, whose focus is working with databases and building end-user applications. |
| PCx | Full source code distributed, mostly in C; free for noncommercial use | ||
| Premium Solver | Doubled size limit on variables; new MIP preprocessing; probing; cut generation methods; new multistart methods and Evolutionary Solver strategies for global opimization; new subscription pricing | GRG Nonlinear Solver; Evolutionary Solver for arbitrary Excel models | |
| Premium Solver Platform | Quadrupled size limits; new Barrier Solver for LP, QPQCP, SOCP, problems; automatic creation of integer variables and linear constraints; convexity diagnosis; second order cone constraints | GRG Non linear Solver; Interval Global Solver for global optimizaion; Evolutionary Solver for arbitrary Excel models | |
| Quantitative Methods Software (QMS) | QMS is a full-featured package that provides a variety of quantitative analysis tools in addition to integer and linear programming. | ||
| SAS | New accelerated primal and dual simplex and interior point solvers; OPTMODEL algebraic optimization modeling language | MILP; QP; NLP; network flow optimization; genetic algorithms; constraint logic programming; simulation; project scheduling | Broadest range of solvers from a single source, all accessible via OPTMODEL; integrates with SAS data, analytics, reporting |
| Solver Platform SDK | Offers procedural and high-level object-oriented API; deep support for .NET, COM, Visual Basic, C/C #/C++, Java, MATLAB; Visual Studio Wizard and Intellisense; reads and writes MPS, LP, LPDML files | GRG Nonlinear Solver for smooth nonlinear models; Evolutionary Solver for arbitrary models | |
| SOPT (Smart Optimizer) version 4.0 | An extended search algorithm using local search procedures and cutting planes is now applicable to mixed integer programs. A capability to save multiple integer solutions has been added as well. | Innovative search algorithms to find feasible IP solutions quickly for difficult IP problems; solves QP fast and handles nonconvex smooth NLP well by interior-point algorithm | |
| TOMLAB | 64-bit support; GENO Solver for genetic and evolutionary programming; MPEC support | ||
| TOMNET | New software release | ||
| TOMVIEW | New software release | ||
| Vanguard System | Collaborative modeling; instant web-based model and report publishing; web-based model libraries; Global Knowledge Portal: http://wiki.vanguardsw.com | Monte Carlo simulation; grid computing; component-based modeling; forecasting; decision tree analysis; statistical analysis; Markov analysis; expert systems | The Vanguard System is the first business analytics application to support modeling and simulation on an enterprise scale. |
| What'sBest | Support for all functions in Excel, including external user written functions | Large scale optimization add-in for Excel; powerful enough for real world models and ideal for building models for clients | |
| XA Professional Linear Programming System | Java Client/Server; extend simulation interface; Python language interface, and SAP; improved cutting plane generation; improved memory management; improved solver speed; SOS2 support | The XA Professional Linear Programming System is a world class solver and is available at affordable prices. | |
| XPRESS Solver Engines | |||
| Xpress-MP Suite | Optimizer: major speedups/improvements; parallel MIP now supports in-tree cuts; new heuristics, Xpress Application Developer for creating GUIs from within Mosel; new Mosel 2.0 | Stochastic programming; constraint programming, non-linear programming | Xpress-MP is a suite of mathematical modeling and optimization tools used to solve linear, integer, quadratic, non-linear and stochastic problems. |
Linear Programming Software Survey Pages:
Introduction | Page 1 | Page 2 | Page 3 | Page 4 | Page 5 | Page 6| Page 7 | Page 8 | Page 9 | Page 10 | Page 11 | Page 12 | Page 13 | Vendor List | Accompanying Article
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