| | I have a bibtex database of optimization references (600K) available online. These are mostly interior point references. A searchable version of this bibliography is also available. I also have an unorganized list of announcements of computational packages that are available for solving a variety of problems. 2004- First Mathematical Programming Society Conference on Continuous Optimization, COPT I, will be held at RPI, August 2-4 2004, with a summer school on July 31 and August 1, 2004.
- IPCO, Columbia University, June 9-11, 2004.
- Workshop on Large Scale Nonlinear and Semidefinite Programming, University of Waterloo, May 12-15, 2004.
- V BRAZILIAN WORKSHOP ON CONTINUOUS OPTIMIZATION, In honor of the 60th birthday of Clóvis Caesar Gonzaga, UFSC - Florianópolis, March 22 - 25, 2004.
- Multiscale optimization methods and applications, February 26-28, 2004, University of Florida.
- HICSS, January 5-8, 2004.
- 2004 NSF Design, Service and Manufacturing Grantees and Research Conference, Dallas, January 5-8, 2004.
- AMS Short Course: Trends in Optimization, January 5-6, 2004, Phoenix, preceding the Joint Mathematics Meeting.
2003- Columbia Optimization Day, November 3, 2003.
- DIMACS Workshop on Data Mining Techniques in Bioinformatics, October 30-31, 2003.
- INFORMS Atlanta 2003, October 19-22, 2003.
- ISMP 2003, the international symposium on mathematical programming, Copenhagen, 18-22 August 2003.
- MOPTA 2003, McMaster University, Hamilton, Canada, July 30 - August 1, 2003.
- Discussions on mixed integer programming, June 25-26, 2003, Columbia University.
- Semidefinite programming and robust optimization, IMA Workshop, Minneapolis, March 12-19, 2003. Part of the year on optimization.
History- OR-Library, a collection of test data sets for a variety of problems. Maintained by John Beasley.
- MIPLIB, a collection of mixed integer programming data sets.
- TSPLIB, a collection of TSP instances.
- LOLIB, a collection of linear ordering test instances. I also have a collection of random linear ordering instances.
- DIMACS Challenge on Cliques, Coloring, and Satisfiability
- The semidefinite programming homepages maintained by Christof Helmberg and Farid Alizadeh.
- QAPLIB, the Quadratic Assignment Problem library homepage.
- ABACUS, a branch-and-cut system now distributed under a GNU licence.
- Computational Materials for Combinatorial Optimization, maintained by Jon Lee.
- UCI Repository Of Machine Learning Databases and Domain Theories (These are clustering problems.)
- Memetic algorithms, a metaheuristic for combinatorial optimization problems.
- Ant Colony Optimization, generally used for combinatorial optimization problems.
- An on-line optimization system for MILPs (for small examples!)
- An online bibtex file (150K) of an annotated bibliography for post-solution analysis in mixed integer programming and combinatorial optimization, and an associated paper in postscript (353K) and pdf (351K) formats, maintained by Harvey Greenberg.
- The NEOS Server is a project to make the latest techniques in optimization widely available. You can submit a problem in an appropriate framework, and request that a particular algorithm be used to solve the problem. This is a service of the Optimization Technology Center at Argonne National Lab. It includes interactive formulations of the diet problem and the portfolio optimization problem.
- AMPL.
- COIN-OR, the open source initiative for the OR community.
- Here is a list of software packages.
- CPLEX Optimization, Inc. Home Page
- XPRESS-MP, a package for linear programs and integer programs. The interior point solver for linear programming problems uses a homogeneous method.
- MOSEK, a homogenized interior point method package for use with Windows operating systems. Written by Erling Andersen.
- ABACUS, a branch-and-cut system now distributed under a GNU licence.
- LINDO
- KETRON
- ACCPM and HOPDM, from Jacek Gondzio. HOPDM is a public domain interior point code for linear and quadratic programs that is comparable in performance with commercial codes. ACCPM is an implementation of an interior point cutting plane algorithm.
- PCx, another very good public domain interior point code for linear programming problems, written by Sanjay Mehrotra at Northwestern, Steve Wright, and Joe Czycyk at Argonne, and others.
- LOQO, Bob Vanderbei's interior point solver.
- LIPSOL, a MATLAB interior point LP code written by Yin Zhang.
- CSDP, a public domain package for solving semidefinite programming problems, written in C by Brian Borchers.
- DSDP, Steve Benson and Yinyu Ye's code for solving MAXCUT and similar problems using a dual semidefinite programming approach.
- SDPT3, an SDP package written in MATLAB, by K.C. Toh, Mike Todd, and Reha Tutuncu.
- SDPpack, an SDP package by Farid Alizadeh, Michael Overton, et al.
- SeDuMi, Jos Sturm's SDP package.
- CUTSDP, by Stefan Karisch, a package of C routines for a cutting plane approach to SDP problems.
- SDP, by Stephen Boyd et al.
- MatView, a sparse matrix viewer.
- OSL, the IBM package.
- BARON, for concave minimization over polyhedra.
- MINOPT, a package for mixed integer nonlinear programming by Christodoulos Floudas et al.
- PORTA, a polyhedral representation algorithm. If you provide the algorithm with an integer programming problem, it will return a list of all the extreme points and information about the facets. Also available from the same site is SMAPO, a library of linear descriptions of polytopes of small instances of various integer programming problems.
- MCF, a C implementation of a network simplex solver. Available free of charge for academic use.
- RELAX, a FORTRAN code for minimum cost flow problems by Dimitri Bertsekas and Paul Tseng.
- METIS, a freely distributed package for graph partitioning by George Karypis.
- CHACO, for partitioning and ordering graphs, free for academic use with a research licence.
- DONLP2, an SQP code.
- Software Visualization, including XTANGO, a program for visualizing the progress of an algorithm.
- National HPCC Software Exchange
- ADIFOR, also available at this site. For more information about automatic differentiation, see this page
- ADMIT, an automatic differentiation package from Tom Coleman.
- COOOL, a set of object oriented optimization codes written in C++.
- I also have an unorganized list of announcements of computational packages that are available for solving a variety of problems.
- Kristin Bennett
- Brian Borchers, integer programming, computational logic.
- Bob O'Keefe, MIS.
- Jon Lee, integer programming.
- Yinyu Ye
- Kurt Anstreicher
- Jean-Louis Goffin.
- Mohammad Oskoorouchi.
- Anil Kamath home page
- Combinatorics and Optimization at Waterloo, including Levent Tuncel and Henry Wolkowicz
- McMaster University department of Computing and Software, including Tamas Terlaky and (in a different department) Tom Luo.
- AT&T Research (includes Mauricio Resende, among others).
- TU Delft Department of Technical Mathematics and Informatics (includes Kees Roos and Etienne de Klerk, among others).
- Tokyo Institute of Technology, Department of Information Science. (Includes M. Kojima). There is an ftp site for papers and software.
- Computer Science and Discrete Optimization group at Heidelberg, including Gerhard Reinelt.
- Michael Juenger's group at the University of Cologne.
- OR at Cornell, including Mike Todd, ...
- OR at Stanford, including Walter Murray, Michael Saunders, ..., and Stephen Boyd in the electrical engineering department/information systems laboratory.
- Rice University, including David Applegate, Bob Bixby, Bill Cook, John Dennis, Richard Tapia, and Yin Zhang.
- OR at Georgia Tech, including Renato Monteiro and Eva Lee,...
- IEOR at Columbia.
- Operations Research at MIT, including Rob Freund,...
- Courant at NYU, including Michael Overton, Joel Spencer. and Margaret Wright.
- Computer Science at Wisconsin, including Michael Ferris, Steve Wright, and Olvi Mangasarian.
- Industrial and Systems Engineering at the University of Florida, including Panos Pardalos.
- RUTCOR, including Farid Alizadeh, Jonathan Eckstein,...
- Industrial and Operations Engineering at Michigan, including John Birge and Romesh Saigal.
- Logilab at the University of Geneva, including Jean-Philippe Vial.
- OR at Princeton, including Bob Vanderbei.
- Econometric Institute at Erasmus University, Rotterdam, including Shuzhong Zhang, and Arjan Berkelaar.
- Jos Sturm, in Tilburg.
- Shuzhong Zhang at the Chinese University of Hong Kong.
- Christoph Helmberg at the mathematics department of the Univeristy of Kaiserslautern.
- Sven Leyffer at Argonne.
- Stefan Scholtes at the Judge Institute of Management, Cambridge University.
- Management Science at the University of Miami, including Anuj Mehrotra.
- CIRL, University of Oregon (includes Matt Ginsberg).
- Chris Jones, including pointers to work in graphical visualization of algorithms.
- Computing and Applied Mathematics Laboratory, NIST.
- NASA Langley Optimization Group
- </-- A HREF="http://www.samnet.ou.dk"Business and Economics at Odense University /A >Management at Odense University, including Erling Andersen.
- Bob Bosch at Oberlin College. Bob uses integer programming and dominoes to create portraits.
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