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DISCRETE -- Optimization with discrete variables

Algorithms for mixed integer problems can be used for continuous and all-integer problems, too.

Mixed Integer Linear Programming (MILP)

lp_solve C, procedural interface, Matlab interface, Java source of version 2.0, AMPL interface
Pascal-MILP-solver Borland-Pascal sources, DOS/OS2 binaries
BonsaiG C, B&B, dynamic LP, partial arc consistency algorithm, binaries( HP-UX, Linux, Solaris)
MOMIP no_s, Win95 binary, other binaries( HPUX, Linux, Solaris, SGI, ALPHA)
MINTO B&B, primal heuristics, allows to use problem specific knowledge, needs CPLEX or OSL (Solaris version)
GLPK GNU LP library, B&B, dual/revised simplex, interior point, Concorde interface, C
SBBSimple branch&cut solver, part of COIN-OR (C++)
MATLOG (MATLAB) The milp.m solver (needs lp.m from Matlab optimization toolbox)


Mixed Integer Quadratic Programming (MIQP)

MIQP branch&bound code, nominal fee, contact S. Leyffer


SDP solvers for discrete optimization

COPL_SDPsolves various cut problems, uses dual scaling method(C)
COPL_DSDPmixed integer linear semidefinite problems, enhanced COPL_SDP, MPS-like input (C)
Max-AOsolves SDP relaxations of maximum stable set and maximum clique problems, graph input (C)
SDP-LRsolves SDP relaxations of the maximum cut, minimum bisection, and Lovasz theta problems, graph input (C)


Mixed Integer Nonlinear Programming (MINLP)

MINLP_BB branch&bound and QP/SQP, nominal fee, contact S. Leyffer
BARON binaries for HP, IBM, Sun, modeling language, websubmission
BNB B&B, Matlab, needs optimization toolbox
FMINCONSET B&B, variables may be restricted to discrete sets, Matlab, needs optimization toolbox
mittlp C, requires CPLEX, extended cutting plane method
AlphaEcp WinNt/95 binary, requires CPLEX and f90


Pure integer programming

OPBDP
binaries
0-1 variables, objective and constraints polynomial (C++) A Davis-Putnam Based Enumeration Algorithm for Linear Pseudo-Boolean Optimization
CSPLIB/CPlan C-library for binary constraint satisfaction problems, application to planning problems
CirCut GPL-licensed f90 code to approximately solve certain binary quadratic problems such as Max-Cut, Max-Bisection etc.


A list of problem specific solvers

Concorde The ultimate Traveling Salesman code, requires CPLEX (C)
LK Chained Lin-Kernighan heuristic for TSP, Solaris(Intel,Sparc), DEC-Alpha binaries, for very large instances
LK David Neto's LK implementation, CWEB source, LGLP, for very large instances
LKHAn effective implementation of the Lin-Kernighan heuristic, symmetric and unsymmetric cases, C
TSPSOFTMore links to software for TSP and its variations
Blossom IV Minimum weighted perfect matching solver (C); needs Concorde
SYMPHONY ILP, MILP, branch&cut library; also PVM, OpenMP parallel; TSP/VRP applications
SAL wide selection of basic optimization and OR algorithms, in f77, C, Basic, Pascal, Java, or as DOS/Win binaries
STONY BROOK The Stony Brook Algorithm Repository mainly for combinatorial problems
ECLiPSe extensive Constraint Logic Programming System, binaries, interfaces to CPLEX and XPRESS-MP
LOLA a package for planar location problems (solves discrete and continuous cases)
Lin Assign several codes to solve the linear assignment problem, dense&sparse
SKAP f77 code for the k-cardinality assignment problem
QAPP an exact (parallel) algorithm for the quadratic assignment problem
QAP three heuristic algorithms for the quadratic assignment problem
QUALEX fast heuristic max-weight clique/independent set solver
Knapsack problem generators and solvers, bin-packing, container-loading
TSpack C-code for d-dimensional bin packing
MATLOG Facilities Planning and Logistics Matlab Toolbox
JOBSHOP a package to solve jobshop scheduling problems
AKRAEMER_MPM another package for jobshop scheduling with multiple machines
SAT solvers links to stochastic and systematic search algorithms for satisfiability problems
SAT Live! up-to-date links for the satisfiability problem
GRASP the grasp algorithm for QAP, MAX-SAT and other problems
MAXSAT Borchers' exact algorithm and testproblems for (weighted) MAX-SAT
GEOSTEINER package to compute optimal Steiner and minimal spanning trees
BIOGEME package for discrete choice (GEV) models; needs CFSQP


For more information

ZIB-MathProg-Libraryfor some discrete optimization problems: software and testcases
Operations Research and Related Sites mainly a list of useful URL's maintained by John Mitchell

Tom Cavalier's Optimization Links also a list of useful URL's, e.g. with pointers to interactice tutorials, case studies, optimization people, and institutions
Operations Research Linksby DRA systems, similar to the two sites cited above
Informs Resources related to OR in general
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Date last revised: 10-08-2003