优化算法库

“优化软件系统SIPOPT设计与实现及其在工程中的应用”[1]介绍了目前常见的一些优化算法库和优化软件。部分优化算法库及优化软件未在[1]中收录，现补充如下：

Ceres Solver

“Ceres Solver[2] is an open source C++ library for modeling and solving large, complicated optimization problems. It can be used to solve Non-linear Least Squares problems with bounds constraints and general unconstrained optimization problems. It is a mature, feature rich, and performant library that has been used in production at Google since 2010. “

Ceres Solver’s code reopsitory is in GitHub[3]. It uses New BSD license.

Google Optimization Tools

Google Optimization Tools (OR-Tools) [4] “is a fast and portable software suite for solving combinatorial optimization problems. “

“Google Optimization Tools source code are freely available for download under Apache License 2.0.”

IPOPT

“Ipopt[5] is written in C++ and is released as open source code under the Eclipse Public License (EPL). “

IPOPT’s code reopsitory mirror sits in GitHub[6]

QPOPT

“QPOPT[7] (invented by Philip E. Gill, Walter Murray and Michael A. Saunders) is a software package for solving dense linear and quadratic programs. If the quadratic objective function is convex (definite or semi definite), the solution obtained is a global optimum. For non-convex problems, the solution may be a local optimum or a dead-point (or unbounded).”

NAG Numerical Library

[8]”NAG[9] was founded by Brian Ford and others in 1970 as the Nottingham Algorithms Group, a collaborative venture between the universities of Birmingham, Leeds, Manchester, Nottingham and Oxford, and the Atlas Computer Laboratory (now part of the Rutherford Appleton Laboratory). The original aim of the project was the development of a library of numerical and statistical subroutines for the ICL 1906A and 1906S machines which were in use at each of these sites. Code and algorithms for the library were contributed to the project by experts in the project, and elsewhere (for example, some of the linear algebra code was written by Jim Wilkinson, who was an early supporter of the NAG project).”

To be continued…

Reference

[1] 杨春峰. 优化软件系统SIPOPT设计与实现及其在工程中的应用. 大连理工大学, 2015.
[2] http://ceres-solver.org/index.html
[3] https://github.com/ceres-solver/ceres-solver
[4] https://developers.google.cn/optimization/
[5] https://projects.coin-or.org/Ipopt
[6] https://github.com/coin-or/Ipopt
[7] http://sbsi-sol-optimize.com/asp/sol_product_qpopt.htm
[8] https://en.wikipedia.org/wiki/Numerical_Algorithms_Group#Origins
[9] https://www.nag.co.uk/
http://ichrome.com/blogs/archives/297
https://github.com/SteveDoyle2/pyNastran/issues/344
https://simcompanion.mscsoftware.com/infocenter/index?page=content&id=DOC10965&actp=RSS
https://www.sharcnet.ca/Software/Ansys/16.2.3/en-us/help/ans_prog/Hlp_P_INT1.html
http://ichrome.com/blogs/archives/297