This web page contains an alphabetical list of software related to mathematical optimization that is being co-developed and/or maintained by members of Institute for Mathematical Optimization.
ISPoc (Intrusive Spectral Projection for optimal control) is a framework for transforming uncertain optimal control problems into deterministic surrogates, which can be solved with a direct method for optimal control (MUSCOD-II). It contains a symbolic implementation of the intrusive spectral projections method (Polynomial Chaos expansion).
- A preliminary version of the ISPoc soure code is available for download.
(with Simulation & Optimization group at IWR Heidelberg)
Our in-house mixed-integer optimal control software package MUSCOD-II now has an AMPL interface that allows to model DAE-constrained optimal control problems in AMPL.
- An interface to a small subset of MUSCOD-II is available online through the NEOS Server for Optimization.
A python package that computes Irreducible Infeasible Subsystem Arc Covers in Flow Networks; included is a generator for infeasible network flow problems.
pySLEQP is a prototypical implementation of a nonlinear programming solver employing a sequential linear equality constrained quadratic programming method.
- The pySLEQP soure code is available for download,
- as is a preprint describing the method and implementation.
(with H.J. Ferreau at ABB Baden/Switzerland, A. Potschka at IWR Heidelberg)
qpOASES is a primal-dual active set code for dense and sparse parametric QPs. It is well suited for hot-starting when solving a sequence of related QPs, such as in model predictive control or sequential quadratic programming. qpOASES is now hosted by the COIN-OR foundation and is available for free under the GNU LGPL license.
- The qpOASES source code is available from a COIN-OR svn repository.
SCIP is a Branch-and-Cut framework and also contains a fast integer optimization solver. SCIP is developed together with the Zuse Institute Berlin and the Universitity of Erlangen-Nürnberg, Chair of EDOM.
- SCIP is free for academic purposes - see the page license information for more information.
SoPlex is a fast linear optimization solver. SoPlex is developed together with the Zuse Institute Berlin.
- SoPlex is free for academic purposes - see the page license information for more information.
(with S. Leyffer at Argonne National Labs)
TACO is the Toolkit for AMPL Control Optimization that drives MUSCOD-II on NEOS. It defines some add-ons to the AMPL modeling language that allow the elegant formulation of ODE/DAE optimal control problems in AMPL. Developers of optimal control problem solvers may want to take a look at the TACO source code to interface their solvers with AMPL.
- The TACO source code is available for download.
(with Felix Lenders, Andreas Potschka at IWR Heidelberg)
This is a library that provides various methods related to solving the trust region subproblem in an iterative way. The principal approach follows the GLTR method by N. Gould.
trlib is now part of SciPy and can be called via scipy.optimize.minimize.