Institute for Mathematical Optimization
Technische Universität Carolo-Wilhelmina zu Braunschweig
Technische Universität Carolo-Wilhelmina zu Braunschweig
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Software

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

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).

MUSCOD-II

(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.
netmic

A python package that computes Irreducible Infeasible Subsystem Arc Covers in Flow Networks; included is a generator for infeasible network flow problems.

pySLEQP

pySLEQP is a prototypical implementation of a nonlinear programming solver employing a sequential linear equality constrained quadratic programming method.

qpOASES

(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.

SCIP

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-N├╝rnberg, Chair of EDOM.

SoPlex

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.
TACO

(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.

trlib

(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.