| Product |
Publisher |
Derivative Calculation Tools |
Other Techniques |
| AIMMS |
Paragon Decision Technology B.V. |
y |
Other solvers for Linear and Mixed Integer programming are available through AIMMS. |
| CONOPT |
ARKI Consulting & Development A/S |
No |
Extensive preprocessing and model checking; special options for square systems and recursive models; Model revision and update techniques are available. |
| CONOPT for AMPL |
Compass Modeling Solutions |
— |
AMPL |
| DFNLP |
K. Schittkowski |
y |
DFNLP solves least squares and related data-fitting problems |
| DOC/DOT |
Vanderplants R&D Inc. |
y |
Discrete variables, response surface approximating |
| FANPAC/NLP |
Aptech Systems Inc. |
n |
GARCH, ARIMA, time series analysis |
| GRG2 |
Optimal Methods Inc. |
n |
Automatic scaling |
| GRG2 for AMPL and AMPL Plus |
Compass Modeling Solutions |
— |
AMPL |
| IMSL Libraries |
Visual Numetrics |
n |
Quadratic programming, Quasi-Newton methods, linearly constrained optimization, nonlinear least squares, linear programming |
| INTPT |
Optimal Methods Inc. |
n |
Automatic scaling |
| LANCELOT |
P. Toint |
n |
Derivative checker |
| LGO, for Continuous Global Optimization |
Pinter Consulting Services |
n/a |
User's guide, input file templates, automatic output file generation, visualization (problem views in subspaces)Interactive and automatic usage of LGO are both supported; de |
| LINGO |
LINDO Systems Inc. |
n |
Warm start capabilities |
| LSGRG for AMPL and AMPL Plus |
Compass Modeling Solutions |
— |
AMPL |
| LSGRG2 |
Optimal Methods Inc. |
n |
Automatic scaling |
| LSSOL |
Stanford Business Software |
— |
Solves a range of dense LP and QP problems; warm starts |
| Mathcad |
MathSoft Inc. |
y |
Linear and quadratic solvers and optimizers; differential equation solvers; extensive library of numeric and symbolic math techniques. |
| Microsoft Excel 97 - Solver |
Microsoft Corporation |
y |
Branch & Bound method for nonlinear integer problems |
| MINOS for AMPL |
Compass Modeling Solutions |
— |
AMPL |
| MINOS 5.5 |
Stanford Business Software |
— |
Basis saving, warm starts, in-core problem modifications finite |
| NAG C Library |
Numerical Algorithms Group |
n |
Linear Programming, Quadratic Programming, Mixed Integer LP/QP, Least Squares |
| NAG Fortran Library |
Numerical Algorithms Group |
n |
Linear Programming, Quadratic Programming, Mixed Integer LP/QP, Least Squares |
| NLPQL |
K. Schittkowski |
y |
Reverse communication, scaling, BFGS or Newton updates, handling of very many constraints |
| NPSOL 5.0 |
Stanford Business Software |
— |
Warm starts, finite differencing for gradients if needed. |
| Optimal EngineerĘ |
Transpower Corporation |
y |
Handles linear and geo-etric programming as subset of nonlinear programming. Includes 75 solved problems. |
| Premium Solver Platform for Excel |
Frontline Systems Inc. |
y |
Branch & Bound method for integer nonlinear problems; IIS finder for infeasible nonlinear problems; algorithmic aids for finding the global optimum. |
| Premium Solver, Premium Solver Plus for Excel |
Frontline Systems Inc. |
y |
Branch & Bound method for integer nonlinear problems; IIS finder for infeasible nonlinear problems |
| SAS Software |
SAS Institute Inc. |
y |
Double dogleg, linear complementarity, quadratic active set, Nelder-Mead simplex, Levenberg-Marquardt, hybrid quasi-Newton |
| SCIENTIST for Windows |
MicroMath Research |
y, Transparent to user |
— |
| SLP/GRG |
Optimal Methods Inc. |
n |
Automatic scaling |
| SOCS and NLPSPR |
Boeing Co. |
y |
Sparse optimal control, with automatic mesh refinement |
| Solver DLL V3.0, Solver DLL Plus |
Frontline Systems Inc. |
y |
Branch & Bound method for integer nonlinear problems; IIS finder for infeasible nonlinear problems |
| Solver for Lotus 1-2-3 97/98 |
Frontline Systems Inc. |
y |
Branch & Bound method for nonlinear integer problems |
| SOPT-CP |
SAITECH Inc. |
y |
Mixed-integer programming, heuristics |
| SQP |
Optimal Methods Inc. |
n |
Automatic scaling |
| What's Best! |
LINDO Systems Inc. |
n |
Warm start capabilities |
| XPRESS Barrier QP Solver |
Dash Associates Ltd. |
n/a |
Linear programming |
| X Solver 2.0 |
Exatech Corporation |
n |
— |
