Systems Optimization Laboratory

Systems Using SOL Optimization Software

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.

• GAMS (GAMS Development Corporation)
  Algebraic modeling language: LP, NLP, MIP, MILP, MINLP, LCP, MCP, CNS.
  
  
• AMPL (originally developed at Bell Laboratories)
  Interactive algebraic modeling language: LP, NLP, MIP, MILP, MINLP.
  
  
• AIMMS (Paragon Decision Technology)
  Interactive algebraic modeling language: LP, NLP, MIP, MILP, MINLP.
  
  
• 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.
  
  
• COMSOL Multiphysics (Optimization Module)
  Constrained optimization (linear, quadratic, nonlinear).
  
  
• DECIS (Infanger Investment Technology, LLC)
  Large-scale stochastic programming.
  
  
• 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.
  
  
• TOMNET (Kenneth Holmström, TOMLAB Optimization AB, Sweden)
  An optimization environment for the solution of problems in .NET.
  
  
• PROPT (Tomlab Optimization Inc.)
  MATLAB Optimal Control Software: Multi-phase optimal control problems. MAD is used for floating-point precision derivatives.