1998 Nonlinear Programming Software Survey
Page 7
| Product | Publisher | Derivative Calculation Tools | Other Techniques |
| AIMMS | Paragon Decision Technology B.V. | y | Other solvers for Linear and Mixed Integer programming are available through AIMMS. |
| CONOPT | ARKI Consulting & Development A/S | No | Extensive preprocessing and model checking; special options for square systems and recursive models; Model revision and update techniques are available. |
| CONOPT for AMPL | Compass Modeling Solutions | — | AMPL |
| DFNLP | K. Schittkowski | y | DFNLP solves least squares and related data-fitting problems |
| DOC/DOT | Vanderplants R&D Inc. | y | Discrete variables, response surface approximating |
| FANPAC/NLP | Aptech Systems Inc. | n | GARCH, ARIMA, time series analysis |
| GRG2 | Optimal Methods Inc. | n | Automatic scaling |
| GRG2 for AMPL and AMPL Plus | Compass Modeling Solutions | — | AMPL |
| IMSL Libraries | Visual Numetrics | n | Quadratic programming, Quasi-Newton methods, linearly constrained optimization, nonlinear least squares, linear programming |
| INTPT | Optimal Methods Inc. | n | Automatic scaling |
| LANCELOT | P. Toint | n | Derivative checker |
| LGO, for Continuous Global Optimization | Pinter Consulting Services | n/a | User's guide, input file templates, automatic output file generation, visualization (problem views in subspaces)Interactive and automatic usage of LGO are both supported; de |
| LINGO | LINDO Systems Inc. | n | Warm start capabilities |
| LSGRG for AMPL and AMPL Plus | Compass Modeling Solutions | — | AMPL |
| LSGRG2 | Optimal Methods Inc. | n | Automatic scaling |
| LSSOL | Stanford Business Software | — | Solves a range of dense LP and QP problems; warm starts |
| Mathcad | MathSoft Inc. | y | Linear and quadratic solvers and optimizers; differential equation solvers; extensive library of numeric and symbolic math techniques. |
| Microsoft Excel 97 - Solver | Microsoft Corporation | y | Branch & Bound method for nonlinear integer problems |
| MINOS for AMPL | Compass Modeling Solutions | — | AMPL |
| MINOS 5.5 | Stanford Business Software | — | Basis saving, warm starts, in-core problem modifications finite |
| NAG C Library | Numerical Algorithms Group | n | Linear Programming, Quadratic Programming, Mixed Integer LP/QP, Least Squares |
| NAG Fortran Library | Numerical Algorithms Group | n | Linear Programming, Quadratic Programming, Mixed Integer LP/QP, Least Squares |
| NLPQL | K. Schittkowski | y | Reverse communication, scaling, BFGS or Newton updates, handling of very many constraints |
| NPSOL 5.0 | Stanford Business Software | — | Warm starts, finite differencing for gradients if needed. |
| Optimal Engineer� | Transpower Corporation | y | Handles linear and geo-etric programming as subset of nonlinear programming. Includes 75 solved problems. |
| Premium Solver Platform for Excel | Frontline Systems Inc. | y | Branch & Bound method for integer nonlinear problems; IIS finder for infeasible nonlinear problems; algorithmic aids for finding the global optimum. |
| Premium Solver, Premium Solver Plus for Excel | Frontline Systems Inc. | y | Branch & Bound method for integer nonlinear problems; IIS finder for infeasible nonlinear problems |
| SAS Software | SAS Institute Inc. | y | Double dogleg, linear complementarity, quadratic active set, Nelder-Mead simplex, Levenberg-Marquardt, hybrid quasi-Newton |
| SCIENTIST for Windows | MicroMath Research | y, Transparent to user | — |
| SLP/GRG | Optimal Methods Inc. | n | Automatic scaling |
| SOCS and NLPSPR | Boeing Co. | y | Sparse optimal control, with automatic mesh refinement |
| Solver DLL V3.0, Solver DLL Plus | Frontline Systems Inc. | y | Branch & Bound method for integer nonlinear problems; IIS finder for infeasible nonlinear problems |
| Solver for Lotus 1-2-3 97/98 | Frontline Systems Inc. | y | Branch & Bound method for nonlinear integer problems |
| SOPT-CP | SAITECH Inc. | y | Mixed-integer programming, heuristics |
| SQP | Optimal Methods Inc. | n | Automatic scaling |
| What's Best! | LINDO Systems Inc. | n | Warm start capabilities |
| XPRESS Barrier QP Solver | Dash Associates Ltd. | n/a | Linear programming |
| X Solver 2.0 | Exatech Corporation | n | — |
Nonlinear Programming Software Survey Pages:
Introduction | Page 1 | Page 2 | Page 3 | Page 4 | Page 5 | Page 6 | Page 7 | Page 8 | Accompanying Article