Directory: Top/Computers/Programming/Languages/Fortran/Source

Top / Computers / Programming / Languages / Fortran / Source_Code / Optimization /

Computational Optimization and Applications
Codes from journal, in Fortran, Matlab, C, and C++.
http://www.ici.ro/camo/hco.htm
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Curvi
Solves nonlinear optimization problems. [Commercial]
http://www.maxthis.com/curvi.htm
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Decision Tree for Optimization Software
Linear and non-linear optimization, constrained and unconstrained. Mainly Fortran 77 but some in C.
http://plato.la.asu.edu/guide.html
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Galahad
Thread-safe library of Fortran 90 packages for solving nonlinear optimization problems, covering unconstrained and bound-constrained optimization, quadratic programming, nonlinear programming, systems of nonlinear equations and inequalities, and nonlinea
http://galahad.rl.ac.uk/galahad-www/
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Global Optimization
Links to global optimization code, mainly in Fortran 77 and C, but some links to local minimizers as well.
http://www.mat.univie.ac.at/~neum/glopt.html
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Klaus Schittkowski's Optimization Software
Nonlinear programming codes: SQP, least squares, multicriteria optimization, data fitting in ODEs, DAEs, PDEs, PDAEs.
http://www.uni-bayreuth.de/departments/math/~kschittkowski/software.htm
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Optimization Software Developed by J. Nocedal's Research Team
KNITRO, General Nonlinear Programming Solver; L-BFGS, Limited Memory Codes; PREQN, Preconditioning the Conjugate Gradient Method; and CG+, Conjugate Gradient Software.
http://www.ece.northwestern.edu/~rwaltz/software.html
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TRON
Trust region Newton method for the solution of large bound-constrained optimization problems, by Chih-Jen Lin and Jorge Moré.
http://www-unix.mcs.anl.gov/~more/tron/
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Linear Programming
Ratfor code for the primal-dual log barrier form of the interior point LP solver of Lustig, Marsten and Shanno, ORSA J Opt 1992.
http://www.econ.uiuc.edu/~roger/research/rqn/rqn.b
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Fortran Genetic Algorithm
Initializes a random sample of individuals with different parameters to be optimized using the genetic algorithm approach -- evolution via survival of the fittest. By David Carroll.
http://cuaerospace.com/carroll/ga.html
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