CirCut
Fortran 90 package for finding approximate solutions of certain binary quadratic programs, currently including the Max-Cut and the Max-Bisection problems.
Computational Optimization and Applications
Codes from journal, in Fortran, Matlab, C, and C++.
Constrained and Unconstrained Testing Environment,
Testing environment for optimization and linear algebra solvers. The package contains 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.
Differential Evolution
Fortran 90 code implementing the Differential Evolution method, a simple but powerful population-based, stochastic function minimizer.
Feasible Sequential Quadratic Programming (FSQP)
Code for minimization of the maximum of a set of smooth objective functions subject to general smooth constraints.
Fortran Genetic Algorithm
Initializes a random sample of individuals with different parameters to be optimized using the genetic algorithm approach -- evolution via survival of the fittest. By David Carroll.
Functional Minimization using Simulated Annealing
Program minimizes a function using a straightforward Metropolis algorithm.
Galahad
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.
Genetic Algorithms
For use in designing composite materials, by Layne T. Watson.
Global Optimization
Links to global optimization code, mainly in Fortran 77 and C, but some links to local minimizers as well.
Global Solutions (GlobSol)
Package for rigorous solution of non-linear systems and global optimizations problems.
Klaus Schittkowski's Optimization Software
Nonlinear programming codes: SQP, least squares, multicriteria optimization, data fitting in ODEs, DAEs, PDEs, PDAEs.
Ladislav Luksan Optimization Code
Fortran 77 codes for nondifferentiable, large-scale, or dense nonlinear optimization.
Lancelot
Fortran 77 package for solving unconstrained and constrained optimization problems, systems of nonlinear equations, and nonlinear least-squares problems.
Linear Programming
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
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.
Minpack
Fortran 90 routines, translated by John Burkhardt from the original Fortran 77, for the solution of a set of N nonlinear equations in N unknowns using Powell's method, and for the minimization of M nonlinear functions in N unknowns, using the Levenberg-Marquardt method. The user may supply the jacobian matrix or have it approximated by finite differences.
Modulopt Optimization Routines
Fortran 77 codes for unconstrained, bound constrained, and nonlinearly constrained optimization.
Nonlinear Constrained Optimization
Solves online constrained optimization problems specified by the user as Fortran programs.
Optimization Software Developed by J. Nocedal&apos
KNITRO, General Nonlinear Programming Solver; L-BFGS, Limited Memory Codes; PREQN, Preconditioning the Conjugate Gradient Method; and CG+, Conjugate Gradient Software.
Pikaiai
General-purpose optimization subroutine based on a genetic algorithm, in Fortran 77. A Fortran 90 version is at http://users.bigpond.net.au/amiller/pikaia.zip .
Projection-Type Methods for Large Quadratic Progra
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 programmmin), and QPOPT (linear and quadratic programming).
SUBPLEX
http://cvs.sdsc.edu/cgi-bin/cvsweb.cgi/gridapps/gridapps/projects/tutorial/scanalyzer/subplex/README
Subspace-searching simplex method for the unconstrained optimization of general multivariate functions, generalizing the Nelder-Mead simplex method.
TRON
Trust region Newton method for the solution of large bound-constrained optimization problems, by Chih-Jen Lin and Jorge Moré.