Numerical optimization codes in Fortran.
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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)
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
Linear and non-linear optimization, constrained and unconstrained. Mainly Fortran 77 but some in C.
Fortran 90 code implementing the Differential Evolution method, a simple but powerful population-based, stochastic function minimizer.
Fortran 77 code for general differentiable nonlinear programming using dense linear algebra, by Peter Spellucci.
Fortran 95 Codes for Convex Network Optimization
Modules for random number generation, plotting, sorting, ranking, combinatorics, network optimization, and optimization. Written in FWEB by Aleksandar Donev.
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.
Links to global optimization code, mainly in Fortran 77 and C, but some links to local minimizers as well.
Ladislav Luksan: Subroutines
Fortran 77 codes for nondifferentiable, large-scale, or dense nonlinear optimization. Mostly under the GNU General Public License.
Ratfor code for the primal-dual log barrier form of the interior point LP solver of Lustig, Marsten and Shanno, ORSA J Opt 1992.
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.
Optimization codes at Netlib.
Optimization Software Developed by J. Nocedal's Research Team
KNITRO, General Nonlinear Programming Solver; L-BFGS, Limited Memory Codes; PREQN, Preconditioning the Conjugate Gradient Method; and CG+, Conjugate Gradient Software.
Projection-Type Methods for Large Quadratic Programs
Fortran 77 code by Valentia Ruggiero for large and sparse convex quadratic programs.
Quadratic Assignment Problem Library (QAPLIB)
By R.E. Burkard, E. Çela, S.E. Karisch and F. Rendl.
Stanford Business Software
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).
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
A set of Fortran routines for optimization developed at the University of São Paulo. Includes downloads, test problems, and related publications.
Trust region Newton method for the solution of large bound-constrained optimization problems, by Chih-Jen Lin and Jorge Moré.
Last update:October 10, 2015 at 12:45:24 UTC