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. |