Optimization Packages Available on RCS
The NEOS Server:
- 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
It is capable of solving linear, nonlinear, and integer programs.
There is a writeup for
using AMPL on the RCS system.
Examples from the
(There are two RPI alumni mentioned on this page:
The main AMPL WWW page is at
You can download the
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 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 is a pdf file containing the
AMPL CPLEX 9.0 User Guide.
The CPLEX distribution of AMPL examples can be found
An online manual
is available for CPLEX 6.5.
CPLEX has a
An input file to CPLEX should be in
- MATLAB is an interactive, matrix-based system for scientific and
You can solve numerical problems without having to write a program,
although you can also write programs in MATLAB.
MATLAB has a
There is a
available on using MATLAB.
- MOSEK solves similar problems to CPLEX. In addition, it has
a state-of-the-art customized solver for conic optimization problems.
MOSEK is not installed on RCS.
However, MOSEK offers
a free full-blown version to students, and is competitive in performance
It can interface with both AMPL and MATLAB.
As an alternative to running your problem locally, you can run it remotely
on a computer at Argonne National Lab.
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
portfolio optimization problem.
I have an unorganized list of announcements of
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
Documentation of the performance of various computers, due to Jack Dongarra
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