This web page contains an alphabetical list of software related to mathematical optimization that is being co-developed and/or maintained by members of Institute for Mathematical Optimization.
ISPoc (Intrusive Spectral Projection for optimal control) is a framework for transforming uncertain optimal control problems into deterministic surrogates, which can be solved with a direct method for optimal control (MUSCOD-II). It contains a symbolic implementation of the intrusive spectral projections method (Polynomial Chaos expansion).
- A preliminary version of the ISPoc soure code is available for download.
(with Simulation & Optimization group at IWR Heidelberg)
Our in-house mixed-integer optimal control software package MUSCOD-II now has an AMPL interface that allows to model DAE-constrained optimal control problems in AMPL.
- An interface to a small subset of MUSCOD-II is available online through the NEOS Server for Optimization.
A python package that computes Irreducible Infeasible Subsystem Arc Covers in Flow Networks; included is a generator for infeasible network flow problems.
pySLEQP is a prototypical implementation of a nonlinear programming solver employing a sequential linear equality constrained quadratic programming method.
- The pySLEQP soure code is available for download,
- as is a preprint describing the method and implementation.
(with H.J. Ferreau at ABB Baden/Switzerland, A. Potschka at IWR Heidelberg)
qpOASES is a primal-dual active set code for dense and sparse parametric QPs. It is well suited for hot-starting when solving a sequence of related QPs, such as in model predictive control or sequential quadratic programming. qpOASES is now hosted by the COIN-OR foundation and is available for free under the GNU LGPL license.
- The qpOASES source code is available from a COIN-OR svn repository.
SCIP is a Branch-and-Cut framework and also contains a fast integer optimization solver. SCIP is developed together with the Zuse Institute Berlin and the Universitity of Erlangen-Nürnberg, Chair of EDOM.
- SCIP is free for academic purposes - see the page license information for more information.
SoPlex is a fast linear optimization solver. SoPlex is developed together with the Zuse Institute Berlin.
- SoPlex is free for academic purposes - see the page license information for more information.
(with S. Leyffer at Argonne National Labs)
TACO is the Toolkit for AMPL Control Optimization that drives MUSCOD-II on NEOS. It defines some add-ons to the AMPL modeling language that allow the elegant formulation of ODE/DAE optimal control problems in AMPL. Developers of optimal control problem solvers may want to take a look at the TACO source code to interface their solvers with AMPL.
- The TACO source code is available for download.
(with Felix Lenders, Andreas Potschka at IWR Heidelberg)
This is a library that provides various methods related to solving the trust region subproblem in an iterative way. The principal approach follows the GLTR method by N. Gould.