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This section lists optimization and linear algebra packages interfaced with CUTEr and how they may be obtained. For more detailed information on each package, please refer to the Documentation section and in particular the ManPages.

ALGENCAN (part of the TANGO project)
a Fortran code for general nonlinear programming that does not use matrix manipulations at all and, so, is able to solve extremely large problems with moderate computer time. The general algorithm is of the Augmented Lagrangian type and the subproblems are solved using GENCAN. GENCAN (included in ALGENCAN) is a Fortran code for minimizing a smooth function with a potentially large number of variables and box-constraints.
 
CG+ (Guanghui Liu, Jorge Nocedal and Richard Waltz)
a Conjugate Gradient code for solving large-scale, unconstrained, nonlinear optimization problems. CG+ implements the Fletcher-Reeves method, the Polak-Ribiere method, and the positive Polak-Ribiere method.
 
CG Descent (William Hager and Hongchao Zhang)
A Conjugate Gradient method with guaranteed descent.
 
Cobyla (Mike Powell)
minimizes a non-linear function subject to smooth non-linear constraints, using local linear approximations to the constraints. There also exists a Fortran 90/95 version by Alan Miller.
 
filterSQP (Roger Flecther, Sven Leyffer)
solves general nonlinear programs using SQP approximations at each step and promotes convergence using a filter;
 
HRB (Nick Gould)
convert matrices derived from SIF problem data into Harwell-Boeing or Rutherford-Boeing sparse formats. This packages comes standard with the CUTEr distribution.
 
Ipopt (Andreas Wächter)
solves general nonlinear programs using a primal-dual interior-point approach using linesearches and filters to promote global convergence.
 
Knitro (Ziena Optimization Inc.)
solves general nonlinear programs using a primal-dual interior-point approach globalized by trust regions. Time-limited precompiled Knitro libraries may be obtained from Richard Waltz.
 
LA04 (John Reid)
solves linear programs using a steppest-edge simplex method. This package is part of the HSL 2002 Fortran 90/95 subroutine library.
 
LBFGS (Jorge Nocedal)
A limited-memory quasi-Newton code for large-scale unconstrained optimization.
 
L-BFGS-B (Cyiou Zhou, Richard Byrd and Jorge Nocedal)
a limited-memory quasi-Newton code for large-scale bound-constrained or unconstrained optimization.
 
Loqo (Bob Vanderbei)
solves general nonlinear programs using an infeasible primal-dual predictor-corrector approach. Time-limited precompiled libraries for a variety of platforms are available on the website.
 
Minos (Bruce Murtagh and Michael Saunders)
solves general nonlinear programs, preferably with sparse constraints, by linearizing the nonlinear contributions so efficient LP techniques may be applied;
 
 
Nitsol (Michael Pernice and Homer Walker)
solves systems of nonlinear equations using a globalized Newton iterative method. Restarted GMRES is used to solve the Newton equations, is terminated as soon as an inexact solution is found, and is safeguarded using a backtracking linesearch.
 
Npsol (Philip Gill, Walter Murray, Michael Saunders and Margaret Wright)
solves smooth constrained nonlinear programs using a dense SQP algorithm and an augmented-Lagrangian merit function.
 
OSL (IBM )
a library of standalong solvers for linear, quadratic and mixed-integer programming. 60 days trial version available on the website.
 
PDS (Virginia Torczon)
a collection of Fortran subroutines for solving unconstrained nonlinear optimization problems using direct search methods.
 
Praxis (John P. Chandler, Richard P. Brent)
solves unconstrained problems without using derivatives. Praxis is available in the opt section of Netlib.
 
Snopt (Philip Gill, Walter Murray and Michael Saunders)
solves general nonlinear programs using a sparse SQP algorithm with limited-memory quasi-Newton approximations to the Hessian;
 
Stenmin (Ali Bouaricha)
a software package for large, sparse unconstrained optimization using tensor methods. This package applies the methodology of TENMIN to larger, sparse, problems.
 
TAO (Steve Benson, Lois Curfman McInnes, Jorge Moré and Jason Sarich)
the Toolkit for Advanced Optimization focuses on the design and implementation of component-based optimization software for the solution of large-scale optimization applications.
 
Tenmin (Robert B. Schnabel and T.-T. Chow)
solves small unconstrained minimization problems by either a tensor method, using fourth-order models, or a standard method based on quadratic models.
 
TRON (Chih-Jen Lin and Jorge Moré)
A trust region Newton method for the solution of large bound-constrained optimization problems.
 
Uncmin (Robert B. Schnabel, John Koonatz and Barry E. Weiss)
A modular system of algorithms for unconstrained minimization, based on Newton or quasi-Newton approaches using exact or inexact second derivatives.
 
VA15 (Jorge Nocedal)
a subroutine for the solution of the large-scale unconstrained minimization problem. The routine does not require (nor exploits) knowledge about the sparsity structure of the Hessian matrix. It uses a limited memory BFGS quasi-Newton method. This package is available free of charge from the HSL archive.
 
VE09 (Nick Gould)
solves general, large, quadratic programs using an active-set approach. It is available from the HSL subject to certain license agreements.
 
VE12 (Nick Gould)
solves general, large, quadratic programs using an interior-point approach. It is available from the HSL subject to certain license agreements.
 
VE14 (Nick Gould)
solves general, large, quadratic programs using an interior-point approach, using either a logarithmic barrier, the Jittorntrum-Osborne barrier or the Lagrangian barrier. It is available from the HSL subject to certain license agreements.
 
VF13 (Mike Powell)
solves general nonlinear programs using an SQP approach, and allows for non-monotonic decrease of the merit function using safeguards. This package is available free of charge from the HSL archive.



Dominique.Orban@polymtl.ca
Last Update: January 19, 2003