OR/MS Today, June 1998

1998 Nonlinear Programming
Software Survey






Page 5



 
Product Publisher Algorithms Large Problems Linear Constraints
and Bounds
AIMMS Paragon Decision Technology B.V. Conopt y no
CONOPT ARKI Consulting & Development A/S Sparse GRG algorithm with many enhancements y Bounds are handled implicitly. Linear approximations to linear constraints are known to be exact.
CONOPT for AMPL Compass Modeling Solutions GRG y
DFNLP K. Schittkowski Sequential quadratic programming Passed directly to QP-solver
DOC/DOT Vanderplants R&D Inc. Modified Feasible Directions, SLP, SQP y Bounds handled explicitly
FANPAC/NLP Aptech Systems Inc. SQP y None
GRG2 Optimal Methods Inc. GRG n Bounds handled implicitly
GRG2 for AMPL and AMPL Plus Compass Modeling Solutions GRG n
IMSL Libraries Visual Numetrics Successive quadratic programming y No
INTPT Optimal Methods Inc. Primal-Dual Interior Point y Bounds handled implicitly
LANCELOT P. Toint y yes, for bounds; no for linear constraints
LGO, for Continuous Global Optimization Pinter Consulting Services A (proprietary) combination of global adaptive partition and search, and unconstrained/constrained convex programming algorithms y Handled explicitly; Linear constraints can be directly embedded into objective function or handled exactly in local search phase
LINGO LINDO Systems Inc. GRG and Successive Linear Programming (SLP) are used for nonlinear models. Branch & Bound is used for NL and LP models with integer restrictions. y System automatically identifies linear constraints & calculates their derivatives only once. Bounds handled implicitly.
LSGRG for AMPL and AMPL Plus Compass Modeling Solutions GRG y
LSGRG2 Optimal Methods Inc. GRG y Bounds handled implicitly
LSSOL Stanford Business Software Active-set method for convex QP and linear least squares with constraints y Yes, More efficient if more bounds are active.
Mathcad MathSoft Inc. GRG2 n Linear and partially linear constraints are recognized, and bounds are handled directly by the algorithm.
Microsoft Excel 97 - Solver Microsoft Corporation GRG2 n Bounds are handled directly by the algorithm.
MINOS for AMPL Compass Modeling Solutions Quasi-Newton, Reduced Gradient and projected Lagrangian y
MINOS 5.5 Stanford Business Software Primal simplex, reduced gradient protected lagrangiers y Yes, similar to primal simplex
NAG C Library Numerical Algorithms Group Sequential Quadratic Programming y, large dense Yes, passed to subroutine in separate structures
NAG Fortran Library Numerical Algorithms Group Sequential Quadratic Programming y, large dense Yes, passed to subroutine in separate structures
NLPQL K. Schittkowski Sequential Quadratic Programming n Passed directly to QP-solver
NPSOL 5.0 Stanford Business Software SQP method with quasi-Newton approximation of full Hessian y Yes, They improve warm starts on the QP subproblems. More efficient if more such constraints are active.
Optimal EngineerĘ Transpower Corporation Sequential Quadratic Programming y No different than non-linear constraints
Premium Solver Platform for Excel Frontline Systems Inc. Large-scale (sparse), GRG y Linear and partially linear constraints are specially recognized. Bounds are handled directly by the algorithm.
Premium Solver, Premium Solver Plus for Excel Frontline Systems Inc. GRG2 n Bounds are handled directly by the algorithm.
SAS Software SAS Institute Inc. Quasi-Newton, Newton-Raphson, trust-region, conjugate gradient y There are distinct program statements for specifying both boundary and general linear constraints.
SCIENTIST for Windows MicroMath Research Modified Powell algorithm for least squares n n/a
SLP/GRG Optimal Methods Inc. Successive Linear Programming y Bounds handled implicitly
SOCS and NLPSPR Boeing Co. SQP y Simple bounds and general nonlinear constraints permitted
Solver DLL V3.0, Solver DLL Plus Frontline Systems Inc. GRG2 n Bounds are handled directly by the algorithm.
Solver for Lotus 1-2-3 97/98 Frontline Systems Inc. GRG2 n Bounds are handled directly by the algorithm.
SOPT-CP SAITECH Inc. Primal-dual interior-point algorithms y No
SQP Optimal Methods Inc. Successive Quadratic Programming y Bounds handled implicitly
What's Best! LINDO Systems Inc. GRG and SLP are used for nonlinear models. Branch & Bound is used for NL and LP models with integer restrictions. y System automatically identifies linear constraints & calculates their derivatives once. Bounds are handled implicitly
XPRESS Barrier QP Solver Dash Associates Ltd. Homogeneous interior point y Yes, automatically exploited in the linear algebra
X Solver 2.0 Exatech Corporation Simulated annealing and genetic algorithm y Constraints are entered in C language syntax or can be modeled as Excel spreadsheets.

Nonlinear Programming Software Survey Pages:
Introduction | Page 1 | Page 2 | Page 3 | Page 4 | Page 5 | Page 6 | Page 7 | Page 8 | Accompanying Article
 


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