Directory of Optimization Resources

Home > Computers > Programming > Languages > Fortran > Source Code > Optimization

Numerical optimization codes in Fortran.

Resources in This Category

• CirCut

  http://www.caam.rice.edu/~zhang/circut/index.html
  Fortran 90 package for finding approximate solutions of certain binary quadratic programs, currently including the Max-Cut and the Max-Bisection problems.

• Constrained and Unconstrained Testing Environment, revisted (CUTEr)

  http://cuter.rl.ac.uk/cuter-www/
  Testing environment for optimization and linear algebra solvers. The package includes a collection of test problems, along with Fortran 77, Fortran 90/95 and Matlab tools intended to help developers design, compare and improve new and existing solvers.

• Decision Tree for Optimization Software

  http://plato.la.asu.edu/guide.html
  Linear and non-linear optimization, constrained and unconstrained. Mainly Fortran 77 but some in C.

• Differential Evolution

  http://www.icsi.berkeley.edu/~storn/DE_FORTRAN90.f90
  Fortran 90 code implementing the Differential Evolution method, a simple but powerful population-based, stochastic function minimizer.

• DONLP2

  ftp://ftp.mathematik.tu-darmstadt.de/pub/department/software/opti/DONLP2/
  Fortran 77 code for general differentiable nonlinear programming using dense linear algebra, by Peter Spellucci.

• Fortran 95 Codes for Convex Network Optimization

  http://computation.pa.msu.edu/NO/F90/
  Modules for random number generation, plotting, sorting, ranking, combinatorics, network optimization, and optimization. Written in FWEB by Aleksandar Donev.

• Galahad

  http://galahad.rl.ac.uk/galahad-www/
  Thread-safe library of Fortran 90 packages for solving nonlinear optimization problems, covering unconstrained and bound-constrained optimization, quadratic programming, nonlinear programming, systems of nonlinear equations and inequalities, and nonlinear least squares problems.

• Global Optimization

  http://www.mat.univie.ac.at/~neum/glopt.html
  Links to global optimization code, mainly in Fortran 77 and C, but some links to local minimizers as well.

• Linear Programming

  http://www.econ.uiuc.edu/~roger/research/rqn/rqn.b
  Ratfor code for the primal-dual log barrier form of the interior point LP solver of Lustig, Marsten and Shanno, ORSA J Opt 1992.

• Minpack

  http://www.netlib.org/minpack/
  Fortran 77 code for solving nonlinear equations and nonlinear least squares problems. Five algorithmic paths each include a core subroutine and an easy-to-use driver. The algorithms proceed either from an analytic specification of the Jacobian matrix or directly from the problem functions.

• Opt

  http://www.netlib.org/opt/
  Optimization codes at Netlib.

• Optimization Software Developed by J. Nocedal's Research Team

  http://www.ece.northwestern.edu/~rwaltz/software.html
  KNITRO, General Nonlinear Programming Solver; L-BFGS, Limited Memory Codes; PREQN, Preconditioning the Conjugate Gradient Method; and CG+, Conjugate Gradient Software.

• Quadratic Assignment Problem Library (QAPLIB)

  http://anjos.mgi.polymtl.ca/qaplib/codes.html
  By R.E. Burkard, E. Çela, S.E. Karisch and F. Rendl.

• Stanford Business Software

  http://www.sbsi-sol-optimize.com/
  Sells Fortran 77 optimization codes MINOS (linear programming and nonlinear optimization), SNOPT (large-scale quadratic and nonlinear programming), NPSOL (nonlinear programming), LSSOL (Linearly constrained linear least squares problems and convex quadratic programming), and QPOPT (linear and quadratic programming).

• SUBPLEX

  http://www.netlib.org/opt/subplex.tgz
  Subspace-searching simplex method for the unconstrained optimization of general multivariate functions, generalizing the Nelder-Mead simplex method.

• TANGO: Trustable Algorithms for Nonlinear General Optimization

  http://www.ime.usp.br/~egbirgin/tango/
  A set of Fortran routines for optimization developed at the University of São Paulo. Includes downloads, test problems, and related publications.

• TRON

  http://www-unix.mcs.anl.gov/~more/tron/
  Trust region Newton method for the solution of large bound-constrained optimization problems, by Chih-Jen Lin and Jorge Moré.

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• Home > Science > Math > Combinatorics > Software > Linear Programming and Optimization
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