For many optimization applications, we recommend the use of high-level
systems such as the following. They provide a convenient interface
to MINOS, SNOPT, NPSOL and many other linear, integer and nonlinear solvers,
and they extend the range of problem types that can be solved by traditional
local optimizers.
BARON
(Dept of Chemical Engineering,
University of Illinois at Urbana-Champaign)
Global optimization (linear and nonlinear),
concave programming, fractional programming, factorable programming,
MILP, MIQP, etc.
MINOPT
(Dept of Chemical Engineering, Princeton University)
Process design, optimal control, etc.:
LP, NLP, NLP/DAE, MIP, MILP, MINLP, OCP, MIOCP.
NEOS server
(Argonne National Laboratory)
Web-based access to AMPL, GAMS, and many other solvers.
TOMLAB
(Kenneth Holmström, TOMLAB Optimization AB, Sweden)
MATLAB interface to SOL solvers and many others.
GPOCS
(Tomlab Optimization Inc.)
Gauss Pseudospectral Optimal Control Software:
Non-sequential multi-phase optimal control problems.
MAD is used for floating point precision
derivatives.