Software

JSO—Julia Ecosystem for Optimization and Linear Algebra

A modeling and solution environment for continuous optimization in the high-level and high-performance Julia language. The environment provides access to the CUTEst and AMPL modeling environments and can be used alongside JuMP.

Important features include complete optimization solvers, lazy linear operators, the largest collection of Krylov methods, problem collections, interfaces to high-performance linear algebra kernels.

CUTEst

A versatile testing environment for optimization and linear algebra solvers. The package contains a collection of test problems, along with Fortran 77, Fortran 90/95, C/C++ and Matlab tools intended to help developers design, compare and improve new and existing solvers. It is usually associated to SIFDecode, a decoder for problems modeled in the SIF—a generalization of the MPS modeling language for linear programs. CUTEst realizes the interface between such problems and a variety of popular solvers.

GALAHAD

A thread-safe library of Fortran 90 packages for nonlinear optimization problems. Areas currently covered by the library include unconstrained and bound-constrained optimization, quadratic programming, nonlinear programming, systems of nonlinear equations and inequalities, and nonlinear least squares problems. The library also contains a quadratic program preprocessor and a Lanczos-based method for trust-region subproblems.