OR/MS Today, June 2009
Linear Programming Survey
Table 13
|
Product |
New Features |
Other Techniques |
Comments |
| AIMMS, The Modeling System | Parallel solver sessions; stochastic programming support; new syntax editor; case differencing; web services; GIS support; pivot table; multi-developer support; and more | Integrated development and end user GUI; point-and-click database and XML integration; advanced developer support tools; outer approximation algorithm; multi-language and unit support; internal data management facilities; batch run options; multi-agent te | The AIMMS modeling system is a general purpose tool not limited to linear programming. It is open to many solvers and solver types, and allows for building a complete optimization package ready for use by any industry. |
| AIMMS, the modeling system | Non-Linear Math Program Inspector, Solution pooling, Lazy constraints, Benders decomposition algorithm (open), Non-Linear presolve, Multi-start solve, Gurobi, Mosek, Dynamic database functions, Pivot table display, MS Virtual Earth link, Yahoo Maps, ESRI Shape files, Geocoding functionality, Free Viewer license, Free Student license, and more. | Integrated Development and End User GUI, Point-and-click database & XML integration, Advanced developer support tools, Multi-language and unit support, Internal data management facilities, Batch run options, Multi-agent technology, API/COM interface, Webs | |
| AMPL | Solver support for multiple solutions, parameter tuning, local search, mixed-integer programming with nonlinearities | General nonlinear solver support including 2nd derivatives; support for detailed solver-specific directives and results; user-defined functions; MATLAB interfaces | Flexible handling of sets and indexing for handling complex models naturally and large models efficiently. Includes a scripting language for iterative optimization schemes. Free experimentation available through the NEOS Server. |
| BendX Stochastic Solver | BendX offers unique object-oriented library stochastic interface for Visual Basic, C#, and Java on top of the standard C-API callable library. | In addition to the C-API callable library interface, BendX supports both SMPS and XML files (OptML/OSiL). Solves both DEQ and Benders, using CPLEX, GUROBI and CoinMP as the underlying LP solvers. | BendX is a standard C-API callable library stochastic solver that supports solving both scenario-based and independent variable models with DEQ and Benders algorithms. |
| C-WHIZ | Optional mixed-integer solver is MIPIII | ||
| CBC | CBC (COIN Branch and Cut) is an Open Source solver available from coin-or.org | ||
| CLP | CLP Coin-Or LP solver is an Open Source solver available from coin-or.org | ||
| CoinMP | New release offers object-oriented library interfaces for Visual Basic, C#, and Java. Linux/UNIX versions available with automake/configure support. IPOPT and SMI support coming soon. | When source is compiled for Windows it generates a CoinMP.dll library that can be readily used in projects. When compiled for Unix/Linux it generates a CoinMP.so library. | CoinMP is an open-source C-API interface library that includes CLP (Coin LP), CBC (Coin Branch-and-Cut), and CGL (Cut Generation Library) projects. Precompiled ready-to-use CoinMP.dll is available for download. |
| DATAFORM | DATAFORM is a model-database manager and a full-featured data manipulation language with strong support for LP modeling. Database is compatable with OML. | ||
| FICO Xpress | Deterministic/Non-deterministic MIP; Network simplex; MIP solution pools; Tuning application; Quadratic simplex; QCQP/MIQCQP and convex non-linear support; XAD application developer; Constraint programming user extensions; Model debugger and profiler; multi-model algorithms; Hybrid MIP/CP; | Advanced modeling platform; data exchange with application layer code; nested sub-models; extensive callback support for user control; memory compression techniques for large scale problems; modeling platform has GUI creation extension and resource editor for complete development. | .NET/C/C++/VB6/Java API support. |
| flopc++ | An open source algebraic modelling language implemented as a C++ class library. | ||
| Frontier Analyst | Frontier Analyst is a performance measurement tool which uses Data Envelopment Analysis (DEA) to compare the relative performance of organisational units. Frontier Analyst is used widely in academic, public, private and government organisations. | ||
| GAMS | see http://www.gams.com/docs/release/release.htm | A GAMS system includes all components with size restrictions removed for those that are purchased. | |
| GENO | A new crossover operator that "encourages" feasibility of the candidate solutions was added in August 2007. | GENO is a real-c | |
| GIPALS - Linear Programming Environment | Improved preprocessor and speed of the calculation. | ||
| GIPALS32 - Linear Programming Library | Improved preprocessor. Added support for FORTRAN and VB.Net. | ||
| GLPK (GNU Linear Programming Kit) | API routines to solve some graph and network problems. | GLPK (GNU Linear Programming Kit) is intended for solving large-scale linea | |
| GUROBI | |||
| IBM ILOG CPLEX | Dyanmic Search; MIP Solution Pools; Deterministic Parallel MIP; Tuning Tool; Multiple MIP Starts; Solution Polishing API. | With callbacks and goals, users can customize MIP branch-and-cut, such as branching and strategies and cutting planes. | IBM ILOG ODM is an application development tool to build and deploy custom planning and scheduling applications based on IBM ILOG CPLEX. |
| IBM ILOG OPL Development Studio | multi-model algorithms, warm-start, external calls to Java, decision expressions, performance profiler, automatic tuning, constraint detection and conflict resolution | ||
| KNITRO Solver 6.0 | KNITRO 6.0 (March 2009): New functionality added to solve both linear and nonlinear models having binary or integer variables; improved multi-start generation of start points; new MPL interface. V5.2 (March 2008)): new MATL | KNITRO provides three state-of-the art algorithms/solvers for continuous problems. | |
| Lamps | |||
| LINDO API | Stochastic programming capabilities, statistical sampling, K-best MIP solver. | Stochastic Programming | Suite of fast callable solvers for creating customized linear, integer, nonlinear, quadratic, stochastic and global optimization applications. |
| LINGO | Stochastic programming capabilities, statistical sampling, K-best MIP solver. | Stochastic Programming | Fast linear, integer, nonlinear, quadratic, stochastic and global solvers and a comprehensive modeling language with convenient data options. |
| LOQO | |||
| MPL Modeling System | Increased speed and scalability; New solver versions: CPLEX 12, GUROBI 1.1, XPress 2008, MOPS, CoinMP, GLPK, LPSolve, Knitro, Conopt, LGO, Path; Stochastic Programming; New Data Sources; | With the OptiMax Component Library (listed separately), MPL models can embedded into end-user applications using Visual Basic, VBA, C#, C/C++, Java, and web-scripting languages. | Maximal is now giving away for FREE development copies of MPL. We also offer free MPL with solver purchases, free MPL for Academics, and Subscription-Based Runtime pricing. |
| MPL Modeling System | Increased speed and scalability; New solver versions: CPLEX 12, GUROBI 1.1, XPress 2008, MOPS, CoinMP, GLPK, LPSolve, Knitro, Conopt, LGO, Path; Stochastic Programming; New Data Sources; | With the OptiMax Component Library (listed separately), MPL models can embedded into end-user applications using Visual Basic, VBA, C#, C/C++, Java, and web-scripting languages. | Maximal is now giving away for FREE development copies of MPL. We also offer free MPL with solver purchases, free MPL for Academics, and Subscription-Based Runtime pricing. |
| OML (Optimization and Modeling Library) | OML provides the full power of DATAFORM in the form of a callable library. The OML model database is compatable with DATAFORM. | ||
| OMP Plus | Major improvements in cutting planes and in parallel MIP; modeling language extensions; extended infeasibility diagnosis. Decreased memory usage, increased LP and MIP performance. | Cutting stock solvers; Gantt scheduling; supply chain planning environment; statistical forecasting. | |
| OptiMax Component Library | New release of OptiMax offers new language support, and more than 20 new objects have been added, with new enhanced methods and properties for advanced solver handling and data management. | OptiMax is an object-oriented component library, specifically designed to help embedding optimization models into end-user applications. | Maximal is now giving away for FREE development copies of MPL/OptiMax. We also offer free MPL with solver purchases, free MPL for Academics, and Subscription-Based Runtime pricing. |
| Optware Enterprise | Microsoft Access 2007 version available | We use Microsoft Office tools such as VBA, Access and Excel to generate and store LP solutions and reports. Generally customers contract with us for a turn-key solution. | |
| Premium Solver Platform | New modeless user interface, parameterized optimizations, charts/graphs, multi-core nonlinear and global solvers, video demos | Convex and non-convex smooth nonlinear optimization, non-smooth optimization, global optimization, IF/MIN/MAX linearization | Compatible upgrade from developers of Excel Solver & Premium Solver; upgradeable to Risk Solver Platform for simulation & stochastic optimization |
| Quantitative Methods Software (QMS) | Models supported include Network, Forecast, Inventory/Production, Queue, Learning Curves, Simulation and Capacity Management. | In addition to Linera and Integer Programming, the QMS package provides many other quantitative methods models. Primarily a pedigogical tool. | |
| Risk Solver Platform | New product: Modeless UI, parameterized optimizations & simulations, charts/graphs, multi-core simulation, nonlinear, global solvers, decision trees | Smooth nonlinear and non-smooth optimization, global optimization, Monte Carlo, simulation optimization, stochastic programming, robust optimization | Most powerful Excel Solver upgrade integrates conventional optimization, simulation/risk analysis, stochastic and robust optimization, decision analysis |
| SAS | Irreducible infeasible set analysis; enhancements to OPTMODEL modeling language; interior point nonlinear programming solver. | Quadratic optimization (interior point solver); general noninear optimization (nonlinear objective, nonlinearly constrained). | SAS integrates optimization with data access and handling; statistical analysis and data mining; forecasting; reporting and deployment. |
| Solver Platform SDK | Visual Studio 2008 support, large library of examples | Convex and non-convex smooth nonlinear optimization, non-smooth optimization, global optimization, Monte Carlo simulation | Object-oriented and procedural APIs for C/C++, C#, VB.NET, VB6/COM, Java, MATLAB; reads/writes MPS, LP, OSiL files; IntelliSense and JavaDocs |
| SOPT (Smart Optimizer) 4.2 | Extended search capabilities are further developed to find feasible solutions to large-scale integer programs. Cuts are automatically generated by user parameters. | Various heuristic search algorithms are implemented to look for integer feasible solutions quickly. Quadratic or smooth nonlinear problems are solved fast by an interior-point algorithm. | |
| SYMPHONY | Biobjective integer programs, warm starting for integer programs, basic sensitivity analysis for integer programs, callbacks for customization, custom modules included for specific combinatorial problems (vehicle routing, set partitioning, multi-criteria knapsack, network routing, etc.) | SYMPHONY is an open-source solver for mixed-integer linear programs (MILPs) written in C. It can be used either (1) as a callable library through eithe | |
| TOMLAB | PROPT - optimal control platform. tomSym - modeling environment for MATLAB. | ||
| Vanguard Business Analytics Suite | Stochastic Optimization. Grid computing. Web services. Collaborative modeling. | Forecasting, Monte Carlo simulation, Decision tree analysis, Statistical analysis, Financial analysis, Sensitivity analysis | New desktop tool to build integrated OR models such as Optimizations, Forecasts, Simulations, and more. New Stochastic Optimizer with Grid Computing! |
| Vanguard System for Web-based Optimization | Development tool for Web-based Optimization. Stochastic Optimization. Grid computing. Web services. Collaborative modeling. | Forecasting, Monte Carlo simulation, Decision tree analysis, Statistical analysis, Financial analysis, Sensitivity analysis | Vanguard System is a new tool to build & deploy Web-based optimization applications. Supports access controls, version controls, systems integration. |
| What'sBest | Stochastic programming capabilities, statistical sampling, K-best MIP solver, expanded function support. | Stochastic Programming | What‚sBest is a large scale optimization add-in for Excel; powerful enough for real world models and ideal for building models for clients. |
| XA | Conflict Analysis, Piece-wise linear, concurrent Primal and Dual Algorithm, Extend and Goldsim interfaces. | Experience a 5x speed-up in solving mixed integer linear programming models. | |
| YALMIP | Global, robust, multiparametric, geometric and semidefinite programming. Automatic modelling of many operators. |
Linear Programming Software Survey Pages:
Introduction | Page 1 | Page 2 | Page 3 | Page 4 | Page 5 | Page 6| Page 7 | Page 8 | Page 9 | Page 10 | Page 11 | Page 12 | Page 13 | Vendor List | Accompanying Article
OR/MS Today copyright © 2009 by the Institute for Operations Research and the Management Sciences. All rights reserved.
Lionheart Publishing, Inc.
506 Roswell Street, Suite220, Marietta, GA 30060, USA
Phone: 770-431-0867 | Fax: 770-432-6969
E-mail: lpi@lionhrtpub.com
URL: http://www.lionhrtpub.com
Web Site © Copyright 2009 by Lionheart Publishing, Inc.
All rights reserved.