Systems Optimization Laboratory
Stanford, CA 94305-4121 USA
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Iterative solvers for sparse Ax = b:
SYMMLQ,
MINRES,
MINRES-QLP,
cgLanczos,
CRAIG
Iterative solvers for sparse least-squares problems:
LSQR,
LSMR,
LSLQ,
LNLQ,
CGLS,
covLSQR,
LSRN
Sparse and dense LU factorization (direct methods):
LUSOL,
LUMOD
Nullspace of sparse matrix via SPQR or LUSOL:
lusolZ
Sparse optimization:
ASP
Optimization with convex objective and linear constraints:
PDCO (including sparse optimization)
Convex optimization in composite form:
PNOPT
Fortran 90 quad-precision dotproduct of double-precision vectors
qdotdd
Licensed optimization software
See
MINOS, LSSOL, NPSOL, QPOPT, SQOPT, SNOPT
for user's guides to each of those solvers.
These packages are freely available
to faculty and students at Stanford University and UC San Diego.
For MINOS, please email Michael Saunders at saunders@stanford.edu.
For SNOPT, DNOPT, NPSOL, SQOPT, SQIC, please see
UCSD/Stanford Optimization Software
and email Philip Gill and Elizabeth Wong at: optimizers@ccom.ucsd.edu
For non-Stanford and non-UCSD personnel, please contact SBSI regarding
three types of license for the above solvers:
Tier 1: |
Academic (and Nonprofit) |
SBSI |
| Tier 2: |
Nonacademic individual and site |
SBSI |
| Tier 3: |
Commercial redistribution |
OTL (Evan Elder) |
- MINOS 5.6 is available in both Double-precision and Quad-precision
versions. If you need to solve linear or nonlinear optimization
problems in Quad precision, please email Michael Saunders at
saunders@stanford.edu. Input can be MPS files (which have limited data precision), or you can call subroutine minoss from an f90 program with floating-point
variables declared real(16).
- MINOS 5.6 Double and Quad is available for large-scale linear programs
within the GAMS modeling system. Please see the DQQ (Double-Quad-Quad) procedure within the GAMS library:
dqq.gms : Warm-starting quad-precision MINOS.
TOMLAB is a MATLAB environment for optimization.
It provides an interface to
MINOS, LSSOL, NPSOL, SQOPT, SNOPT,
and many other solvers for many different problem types.
TOMLAB at Stanford
TOMLAB is installed on the Stanford Linux cluster (March 31, 2011).
To gain access, login to the cluster (e.g. ssh corn) and proceed
as follows:
module load matlab
matlab
cd /afs/ir/software/matlab-2010b/tomlab
startup
cd examples
democon
The following solvers are licensed:
Tomlab/Base, SOL, CGO, CPLEX, MAD
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