Data Bases of Miscellaneous Software Information

• Decision Tree for Optimization Software, by Mittlemann and Spellucci, see also The Computational Optimization and Applications (COAP) Software Forum and/or Database by Jiefeng Xu, Graduate School of Business Administration, University of Colorado at Boulder Jiefeng.Xu@Colorado.EDU. Mathematical Software for High Performance Computing, at Mathematical and Computational Sciences Division of NIST national Institute of Standards and Technology.

Personal Collection of Miscellaneous Software Information

Approximation Software

• PORT Mathematical Subroutine Library, The PORT Mathematical Subroutine Library (third edition) is a collection of Fortran 77 routines that address many traditional areas of mathematical software, including approximation, ordinary and partial differential equations, linear algebra and eigensystems, optimization, quadrature, root finding, special functions, and Fourier transforms, but excluding statistical calculations. PORT stands for Portable, Outstanding, Reliable, and Tested. Alternate site, at Lucent Technologies.

Assignment Problems

• Linear Assignment Problem software downloads

Automatic Differentiation

• ADMAT, Automatic Differentiation for MATLAB runs under matlab 5.0 and up. Also, lots of info on AD is available at this site.
• APPSPACK, Asynchronous Parallel Pattern Search; APPSPACK is serial or parallel, derivative-free optimization software for solving nonlinear unconstrained and bound-constrained optimization problems, with possibly noisy and expensive objective functions.

Combinatorial Optimization Software

• GloptiPoly - Global Optimization over Polynomials with Matlab and SeDuMi.
• CirCut home page fortran 90 code for NP-hard, binary quadratic programs. (from Yin Zhang et al)
• Burkard-Derigs fortran codes for assignment and matching problems.
• METIS is a set of programs that implement various graph partitioning;
• PPRN, for network optimization. The package is appropriate for solving a high variety of network problems: single/multicommodity network flow problems, with linear/nonlinear objective function and with/without linear side constraints. Thus it can be viewed as a general package for many network optimization problems (though it was originally designed for solving nonlinear multicommodity problems with linear side constraints). The package is presented as a library and can be obtained via anonymous ftp from ftp-eio.upc.es (if this doesn't work, try to connect to gandalf.upc.es), at directory pub/onl/codes/pprn. The package is available from Sun and DEC-Alpha platforms. If you have a different architecture from those, please contact us at jcastrop@eio.upc.es. There is also additional information like some technical reports and papers describing
• IMPS Software, DOS versions of LP related software by Harvey J. Greenberg .

Computational Geometry

• Directory of Computational Geometry Software, e.g. computing convex hulls, Delaunay triangulations, Voronoi vertices, and halfspace intersections in 2-d, 3-d, 4-d, and higher dimensions.

Crew Scheduling

• Crew Scheduling, Staff Rostering, and Transportation, a collection of links as well as information.
• DISSY - Driver Scheduling System or Public Transport

Eigenvalue Software

• ARPACK is a collection of Fortran77 subroutines for solving large scale eigenvalue problems. (cf Danny Sorensen at Rice Univ.)
• Pseudospectra gateway, with literature and software.

Global Optimization Software

• GloptiPoly - Global Optimization over Polynomials with Matlab and SeDuMi.
• Global Optimization, methods and codes at r. Abdel-Rahman Hedar Department of Computer Science, Faculty of Computer and Information Sciences, Assiut University, EGYPT.
• UniCalc solver; available by anonymous ftp to interval.usl.edu in the directory pub/interval_math/unicalc_demo or to ftp.iis.nsk.su in the directory pub/ai/unicalc (uptodate versions).
• TOMS Web page ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE (TOMS)
• public domain list collected by Arnold Neumaier.
• Software available by anonymous ftp on cheetah.vlsi.uwaterloo.ca, pub/code/lp_solve_UNIX_dr to get "lp_solve", pub/code/opbdp_dr to get "opbdp. (The latter is a 0-1 nonlinear and linear optimizer.)

Interior Point Methods and/or Linear Programming

• FAQ (frequently asked questions) on linear programming;
• Soplex, The Sequential object-oriented simplex class library for linear programming.
• A Short Course in Linear Programming by Harvey J. Greenberg
• Software projects in Logilab has packages for Analytic Center Cutting Plane Method and Higher Order Primal-Dual Method.
• Software available by anonymous ftp on cheetah.vlsi.uwaterloo.ca, pub/code/lp_solve_UNIX_dr to get "lp_solve", pub/code/opbdp_dr to get "opbdp. (The latter is a 0-1 nonlinear and linear optimizer.)

Linear Systems of Equations

• External Sources of Numerical Linear Algebra Information, a few interesting titbits concerning numerical linear algebra, from Nick Gould.
• Survey of Freely Available Linear Algebra Software by Jack Dongarra, dongarra@cs.utk.edu, and LAPACK GUI; and ATLAS 3.2, Automatically Tuned Linear Algebra Software.
• MGNet, multigrid net - a repository for information related to multigrid, multilevel, multiscale, aggregation, defect correction, and domain decomposition methods. (See also thesis of Paul de Zeeuw)
• SPARSKIT for preconditioned conjugate gradient method, and TAUCS, a C library of sparse linear solvers.
• S+ is a fast parallel direct solver for sparse linear equations, Contact: Kai Shen (kshen@cs.ucsb.edu)
• LINPAR solving systems of linear equations (SLEs) including rectangular, singular and ill-conditioned ones.
• UMFPACK is a set of ANSI Fortran-77 routines for factorizing general sparse matrices (unsymmetric, both in value and nonzero pattern), from Tim Davis, Univ. of Florida. Also available by anonymous ftp to ftp.cis.ufl.edu in pub/umfpack/UMFPACK2.1Beta.tar.gz. More information about the most current Fortran BLAS in NETLIB is available at Tim Davis' site. Also available: an interface to AMD v1.0 for ordering sparse matrices prior to Cholesky factorization (or LU factorization with diagonal pivoting).
• NAG FORTRAN MARK 17 LIBRARY CONCISE SUMMARY,
• LYAPACK, a MATLAB toolbox (i.e., a set of MATLAB routines) for the solution of certain large scale problems in control theory, which are closely related to Lyapunov equations. It uses iterative algorithms and is intended for large, sparse problems.
• Zen and the Art of High Performance Parallel Computing, by The PLAPACK Team , includes tutorial on Cholesky factorizations.
• The Cornell Theory Center toolbox for easy coarse-grained parallel computing under MATLAB in a NT-cluster environment.
• BPKIT, Block Preconditioning Toolkittoolkit of block preconditioners for the iterative solution of linear systems
• sparse linear least squares software, from Pontus Matstoms, Linkoping University.
• References for Least Squares Methods
• Templates for linear systems, SIAM 1994.
• ParPre: Parallel Preconditioners for Iterative Methods, part of ScaLaPack.
• Module: Large systems of linear equations, from NGSSC.
• PSPASES : A Scalable Parallel Direct Solver Library for Sparse Symmetric Positive Definite Systems,
  see also WSMP: Watson Sparse Matrix Package (Version 1.4.0, June 5, 2001) and WSSMP: Watson Symmetric Sparse Matrix Package.

MATLAB

• The Matrix Computation Toolbox for MATLAB, by Nicholas J. Higham.
• EIGTOOL, a graphical tool for nonsymmetric eigenproblems by Tom Wright.
• Control Tutorials for MATLAB, from Univ. of Michigan. Also contains tutorials on many basics of matlab.
• ADMAT, Automatic Differentiation for MATLAB runs under matlab 5.0
• The Cornell Theory Center toolbox for easy coarse-grained parallel computing under MATLAB in a NT-cluster environment.

Multicriteria Problems

• This is a summary of the responses to a query about Pareto Optimality on the operations research newsgroup.

Nonlinear Equations

• Affine-invariant Newton Techniques (ANT), software and detailed description of damped Newton codes with inexact solvers.
• Decision Tree for Optimization Software, contains e.g. nonlinear least squares. Uses mostly:
  netlib, plato, codelib. Or see the overview, of NLEQ codes.
• PARASOL is a long term research ESPRIT IV project (Domain 4, Task 4.2) which started on January 1st, 1996 and will last 3 years. Within the project new parallel algorithms for the direct solution of sparse systems of linear equations, for the iterative solution of such systems based on either multigrid or domain decomposition and for their preconditioning will be developed. These algorithms will be available in the public domain.

(Constrained) Nonlinear Minimization

• MOSEK Optimizers, matlab codes
• Iterative Methods for Optimization:, matlab codes (and fortran) based on Tim Kelley's book.
• GALAHAD, and the older LANCELOT, home pages and software. Also: CUTEr, a Constrained and Unconstrained Testing Environment, revisited (Mar/02) with SifDec, SIF test problem format; and the old CUTE, Constrained and Unconstrained Testing Environment.
  See for online FORTRAN info.
• software from Spellucci, or get the US site, includes sqp-solver donlp2, bfgs code, qp-solver, test examples for nonlinear programming. (The US site has a decision tree for opt software)
• Method of Feasible Directions, project from Department of Mathematical Sciences, Clemson University.
• optimization code, in fortran, from Jerry Taylor. (at netlib)
• nonlinear optimization, for various platforms including matlab, from:
  Alexei V. Kuntsevich
  Institute for Mathematics, Karl-Franzens University of Graz
  Heirichstr., 36, A-8010 Graz, Austria
  fax: +43 316 3809815, tel: +43 316 3805173.
  mailto:alex@bedvgm.kfunigraz.ac.at
  http://bedvgm.kfunigraz.ac.at:8001/alex/homepage.html
• UFO is an interactive system for universal functional optimization that serves for solving both dense medium-size and sparse large-scale optimization problems. (from Ladislav Luksan, Institute of Computer Science Academy of Sciences of the Czech Republic)

(Unconstrained) Nonlinear Minimization

• FAQ (frequently asked questions) on nonlinear programming;
• T R I C E , TRUST - REGION INTERIOR - POINT ALGORITHMS FOR OPTIMAL CONTROL AND ENGINEERING DESIGN PROBLEMS by J. E. Dennis, Jr. (Rice University), Matthias Heinkenschloss (Rice University, formerly Virginia Tech), and Lums N. Vicente (Universidade de Coimbra, formerly Rice University) for the solution of large nonlinear programming problems arising in optimal control and engineering design problems.
• TENMIN package for (tensor) unconstrained minimization host: ftp.cs.colorado.edu path: /pub/distribs/tensor/postscript/TENMIN_man.ps reference e.g. Bobby Schnabel
• The program, called L-BFGS-B, implements a limited memory BFGS algorithm. The user must supply the gradient g of f, but knowledge about the Hessian matrix is not required. This program is an extension of algorithm L-BFGS (Harwell routine VA15) which can handle only unconstrained problems. Both codes can be obtained via anonymous ftp at eecs.nwu.edu. They are in the directories pub/lbfgs and pub/lbfgs.unc. More detailed information can be obtained at http://www.eecs.nwu.edu/~ciyou or http://www.eecs.nwu.edu/~nocedal (Ciyou Zhu, Richard Byrd and Jorge Nocedal) WWW site for more details.
• conjugate gradient methods at netlib and matlab pgms for linear and nonlinear systems based on the book by C.T. Kelley;

(Nonsmooth) Nonlinear Minimization

• freeware libraries for nonsmooth optimization, SolvOpt is a new implementation of the known Shor's R-algorithm.

Polyhedral Programming

• Polylib - A library of polyhedral functions
• computing convex hulls, Delaunay triangulations, Voronoi vertices, and halfspace intersection

Sparse Programming

• MATLAB parallel: RTExpress; MATLAB newsletter article - why no parallel matlab; The Cornell Theory Center toolbox for easy coarse-grained parallel computing under MATLAB in a NT-cluster environment.
• Subroutine On Demand-service, for sparse specialized blas routines.
• The Object-Oriented Numerics Page, The Object-Oriented Numerics List (oon-list and oon-digest) is a forum for discussing scientific computing in object-oriented environments. The archive is available, sorted by thread, date, subject or author.
• SparseLib++, SparseLib++ is a C++ class library for efficient sparse matrix computations across various computational platforms.
• SPARAMAT automatic detection of SPARse matrix computations in Application programs by pattern MATching techniques, The SPARAMAT project at the Computer Science Department of the University of Trier (Germany)
• sparse linear least squares software, from Pontus Matstoms, Linkoping University.
• NIST Sparse BLAS (v. 0.9), for sparse specialized blas routines.
• Scalable Computing and Algorithms, CRAY research with a paper on the sparse blas proposal.

Supply Chain Management

• Modeling the Supply Chain, book by Jeremy Shapiro, with links.
• Intro, at QPR Mgmt Software.

Miscellaneous Software

• The scientific web, contains information on software as well as technical help.
• The Hilbert Class Library, The Hilbert Class Library (HCL) is a collection of C++ classes representing basic mathematical objects such as vectors, linear and nonlinear operators, and functions.
• FORTRAN Library
• Global (and Local) Optimization material, collected by Arnold Neumaier.
• Designing and Building Parallel Programs published by Addison-Wesley, author Ian Foster with CRPC at Argonne National Lab. Also contains links to other educational and software resources.
• National HPCC software exchange
• Parameterized Complexity WWW Home Page
• Automatic differentiation has been added to the NLP-code DONLP2, can easily be made into a full-source, completely portable f77 program for general (medium-size) constrained nonlinear programming problems.
  and ADIFOR web site, The ADIFOR 2.0 system is a tool for the automatic differentiation of Fortran 77 programs.
• Decision Tree for Optimization Software decision tree and guide recently announced in NA-digest 95-31
• List of Interesting Optimization Codes in Public Domain
• NUMERICAL METHODS: Mathematica Notebooks and NUMERICAL METHODS: Matlab; C; FORTRAN; Pascal Programs