Quadratic Programming - Solvers and Scripting (programming) Languages

Solvers and Scripting (programming) Languages

Name Brief info
AIMMS
AMPL
CPLEX Popular solver with an API for several programming languages. Free for academics.
EXCEL Solver Function
GAMS
Gurobi Solver with parallel algorithms for large-scale linear programs, quadratic programs and mixed-integer programs. Free for academic use.
IMSL A set of mathematical and statistical functions that programmers can embed into their software applications.
MATLAB A general-purpose and matrix-oriented programming-language for numerical computing. Quadratic programming in MATLAB requires the Optimization Toolbox in addition to the base MATLAB product
Mathematica A general-purpose programming-language for mathematics, including symbolic and numerical capabilities.
MOSEK A solver for large scale optimization with API for several languages (C++,java,.net, Matlab and python)
NAG Numerical Library A collection of mathematical and statistical routines developed by the Numerical Algorithms Group for multiple programming languages (C, C++, Fortran, Visual Basic, Java and C#) and packages (MATLAB, Excel, R, LabVIEW). The Optimization chapter of the NAG Library includes routines for quadratic programming problems with both sparse and non-sparse linear constraint matrices, together with routines for the optimization of linear, nonlinear, sums of squares of linear or nonlinear functions with nonlinear, bounded or no constraints. The NAG Library has routines for both local and global optimization, and for continuous or integer problems.
OpenOpt BSD licensed universal cross-platform numerical optimization framework, see its QP page and other problems involved. Uses NumPy arrays and SciPy sparse matrices.
OptimJ Free Java-based Modeling Language for Optimization supporting multiple target solvers and available as an Eclipse plugin.
TOMLAB Supports global optimization, integer programming, all types of least squares, linear, quadratic and unconstrained programming for MATLAB. TOMLAB supports solvers like Gurobi, CPLEX, SNOPT and KNITRO.

Read more about this topic:  Quadratic Programming

Famous quotes containing the word languages:

    “Wealth is so much the greatest good that Fortune has to bestow that in the Latin and English languages it has usurped her name.”
    —William Lamb Melbourne, 2nd Viscount (1779–1848)