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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)
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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.
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- CG+ (Guanghui Liu, Jorge Nocedal and Richard Waltz)
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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.
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- CG Descent (William Hager and Hongchao Zhang)
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A Conjugate Gradient method with guaranteed descent.
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- 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.
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- filterSQP (Roger Flecther,
Sven Leyffer)
- solves general nonlinear programs using SQP approximations at
each step and promotes convergence using a filter;
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- 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.
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- Ipopt (Andreas Wächter)
- solves general nonlinear programs using a primal-dual
interior-point approach using linesearches and filters to promote
global convergence.
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- 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.
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- 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.
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- LBFGS (Jorge Nocedal)
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A limited-memory quasi-Newton code for large-scale unconstrained
optimization.
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- L-BFGS-B (Cyiou Zhou, Richard Byrd and Jorge Nocedal)
- a limited-memory quasi-Newton code for large-scale
bound-constrained or unconstrained optimization.
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- 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.
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- 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;
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- 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.
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- 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.
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- OSL (IBM )
- a library of standalong solvers for linear, quadratic and
mixed-integer programming. 60 days trial version available on the
website.
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- PDS (Virginia Torczon)
- a collection of Fortran subroutines for solving unconstrained
nonlinear optimization problems using direct search methods.
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- Praxis (John P. Chandler, Richard P. Brent)
- solves unconstrained problems without using derivatives. Praxis is
available in the opt section
of Netlib.
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- 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;
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- 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.
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- TAO (
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