OR/MS Today, June 2011

Linear Programming Survey
Table 10



Product

Formulations Supported (continued)

Constraint and Objective Types
Convex Quadratic Objective 2nd-order Cone General Convex General Nonlinear Other constraints and objectives
AIMMS y y y y Indicator, Lay, Cut, Complementarity, Logical, Mixed Integer Nonlinear
AMPL y y y complemenarity, logical
C-WHIZ
CBC
CLP
CoinMP Open-Source Solver
Coopr y y y Generalized Disjunctive Programs
DATAFORM
FICO Xpress Optimization Suite y y y
Frontier Analyst 4
GAMS y y y y
GENO y y y
GIPALS - Linear Programming Environment 
Gipals32 - Linear Programming Library
GLPK (GNU Linear Programming Kit)
Gurobi Optimizer 4.5 y Second Order Cone in Version 5.0
IBM ILOG CPLEX Optimization Studio y y Math. programming: Convex general quadratic constraints, Non-convex quadratic objective, Indicator co
KNITRO y y y
LINDO API y y y y Can explicitly identify convex constraints, Geometric Programs
LINGO y y y y Can explicitly identify convex constraints, Geometric Programs
LOQO y y y y
Mathematical Modeling System y y y
Microsoft Solver Foundation y y y
MOSEK y y y
MPL Modeling System y y y y Global
OML (Optimization and Modeling Library)
OMP Plus y Partial Integer
OptiMax Component Library y y y y Global
OptimJ y y y y any type supported by the solver
Oracle Crystal Ball Suite y y y y
PICO
Premium Solver Platform y y y y non-smooth and arbitrary objectives and constraints
Premium Solver Pro y y y Non-smooth and arbitrary objectives and constraints
QMS
Risk Solver Platform y y y y chance constraints, non-smooth and arbitrary objectives and constraints
SAS y y y y
SCIP y y Nonconvex quadratic constraints and objective, cumulative constraints, indicator constraints, logic constraints
Solver SDK Platform y y y y chance constraints, non-smooth and arbitrary objectives and constraints
Solver SDK Pro y y y non-smooth and arbitrary objectives and constraints
SoPlex
SOPT (Smart Optimizer) 4.2 y y y y
Vanguard Global Optimizer y y y y Stochastic
What'sBest! y y y y Can explicitly identify convex constraints, Geometric Programs
XA y
YALMIP y y y y Semidefinite constraints

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