OR/MS Today - June 2005Software SurveyLinear ProgrammingEighth in a series of LP surveys highlights recent trends in profession's most popular software.By Robert FourerThis is the eighth in a series of surveys of software for linear programming, dating back to 1990. As in the case of earlier surveys, information has been gathered by means of a questionnaire sent to software vendors by the editors of OR/MS Today. Results are summarized by product in the tables following this article, after which contact details for further information are listed by vendor.
Products listed in this survey are concerned, at the least, with minimizing or maximizing linear constraints subject to linear equalities and inequalities in numerical decision variables. All products provide for Some of the listed products handle other kinds of discrete variables and constraints, as well as varied nonlinearities and even problems outside of optimization. Indeed, there has been a trend toward greater generality in recent years. This survey focuses on developments and trends in the linear programming and related integer programming aspects of the software. The ordering of topics is roughly parallel to the organization of the tables, and terms in bold correspond to table headings. Additional responses are welcome and will be added to the Web version of the survey. To learn more, write to Online Projects Manager Patton McGinley, patton@lionhrtpub.com, or go directly to the survey at www.lionhrtpub.com/ancill/lpsurvey2005.shtml. Numerous solver and modeling products have been developed as independent applications. Thus, solvers typically support links to many modeling systems, and modeling systems work with many solvers. In some cases the two may be acquired as separate products and linked by the purchaser, but more commonly they are bought in bundles of various kinds. Most modeling system developers arrange to offer a variety of bundled solvers, providing modelers with an easy way to benchmark competing solvers before committing to purchase one. Some solver developers also offer bundles with modeling systems. A number of the latter developers also offer Most commercial LP software libraries are distributed as binaries for linking into the user's applications. In addition to the few offering The application development environments provided by Virtually all LP modeling systems and solvers can also handle model instances expressed in simple text formats, especially the "MPS" format dating back many decades and various "LP" formats that resemble textbook examples complete with + and = signs. These formats mainly serve for submitting bug reports and for communicating benchmark problems. Modeling systems use much more general and efficient formats for communicating problem instances to solvers and for retrieving results. Each uses its own format, unfortunately, so that every modeler-solver link requires a different translation. Possibilities for a superior standard form for model instances continue to receive growing attention, particularly XML-based forms that would facilitate the integration of LP software with Web communication standards. Many interconnected issues must be addressed in devising a new standard, however, and in the case of LP there is the additional complication of wanting a standard that will extend well to other kinds of optimization models of interest.
A very fast dual-processor PC with multiple gigabytes of memory is thus perhaps the platform of choice for very large LPs or very hard MIPs. LP software continues to become increasingly available for the 64-bit processors that are necessary for effective support of more than 4 gigabytes of physical memory and that may offer better performance even for smaller memory amounts. Size-limited Most modeling language and solver developers will arrange to provide full versions of their software for testing for a limited time. A number of developers also make their products conveniently available for testing and comparison over the Internet, via the In the area of discrete optimization, the ideas underlying branch-and-bound search for integer programming are sufficiently powerful to handle broader classes of constraint types. Indeed, MIP solvers have long accommodated variables that take values from an arbitrary list (via special ordered sets of type 1, or Spreadsheets are also proving to have a strong influence in discreet optimization. A spreadsheet solver uses expressions in certain cells to specify objective and constraint functions, so users naturally expect to be able to employ whatever expressions the spreadsheet program makes available. Quite a few of these are logical, non-smooth or even discontinuous, however, necessitating extensions to existing optimization methods.
A number of products listed in the table can handle some more What's next? The complementary slackness conditions for optimality of linear programs can be viewed as a special case of a Table of ContentsOR/MS Today Home Page copyright © 2005 by the Institute for Operations Research and the Management Sciences. All rights reserved.OR/MS TodayLionheart Publishing, Inc.506 Roswell Rd., Suite 220, 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 2005 by Lionheart Publishing, Inc. All rights reserved. |