Optimization Packages Available on RCS
 AMPL
 AMPL is a mathematical programming and optimization modeling language.
You can input your model into AMPL in a reasonably intuitive
way and it will use a solver (such as MINOS or CPLEX) for solving
the problem.
It is capable of solving linear, nonlinear, and integer programs.
There is a writeup for
using AMPL on the RCS system.

Examples from the
AMPL website.
(There are two RPI alumni mentioned on this page:
Bob Bosch
and
Bob Vanderbei.)

The main AMPL WWW page is at
Bell Labs.
You can download the
first chapter
of the book,
and the site also has other introductory material available, as well as
letting you submit a problem for solving.

Here is more information about AMPL.
 CPLEX
 CPLEX is a solver for linear programming and integer programming
problems. It contains both simplex and interior point algorithms
for linear programming problems.
It can be used directly, or it can be used as a subroutine.
To set up your account to use the student version of CPLEX,
you need to modify your .login_profile file as described
here.
Here is a pdf file containing the
AMPL CPLEX 9.0 User Guide.
The CPLEX distribution of AMPL examples can be found
here.
An online manual
is available for CPLEX 6.5.
CPLEX has a
WWW page.
An input file to CPLEX should be in
MPS format.
 MATLAB
 MATLAB is an interactive, matrixbased system for scientific and
engineering calculations.
You can solve numerical problems without having to write a program,
although you can also write programs in MATLAB.
MATLAB has a
WWW page.
There is a
primer
available on using MATLAB.
 MOSEK
 MOSEK solves similar problems to CPLEX. In addition, it has
a stateoftheart customized solver for conic optimization problems.
MOSEK is not installed on RCS.
However, MOSEK offers
a free fullblown version to students, and is competitive in performance
with CPLEX.
It can interface with both AMPL and MATLAB.
The NEOS Server:
As an alternative to running your problem locally, you can run it remotely
on a computer at Argonne National Lab.
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.
Other Packages:
I have an unorganized list of announcements of
computational packages
that are available for solving a variety of problems.
Very few of these have been installed on campus, as far as I know.
Frequently asked questions about AFS.
Documentation on how to use the
NIC cluster.
Documentation of the performance of various computers, due to Jack Dongarra
RPI Math
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