Optimization and Operations Research Sites

Useful general resources
Test cases
Interior point methods
Integer programming
Computational logic
Software packages
Global optimization
Various networks.
Professional organizations
NSF, ONR, grants.
Journals and publishers
I have a bibtex database of optimization references (900K) available online. These are mostly interior point references. A searchable version of this bibliography is also available. I also have an unorganized list of announcements of computational packages that are available for solving a variety of problems.

This page is not updated often enough, so some of the links are no longer functional.

Useful general resources


2010 2009 2008 2007 2006
  • ISMP 2006, Rio de Janeiro, Brazil, July 30 to August 4, 2006.
  • EURO 2006 in Reykjavik, Iceland, July 2-5, 2006.
2005 2004 2003 History

Test cases for various types of problems

Interior point methods

Integer programming

Computational logic


Software packages

  • 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.
  • AMPL.
  • COIN-OR, the open source initiative for the OR community.
  • Here is a list of software packages.
  • CPLEX Optimization, Inc. Home Page
  • XPRESS-MP, a package for linear programs and integer programs. The interior point solver for linear programming problems uses a homogeneous method.
  • MOSEK, a homogenized interior point method package for use with Windows operating systems. Written by Erling Andersen.
  • YALMIP, a MATLAB toolbox "initially focused on semi-definite programming, but the latest release extends this scope significantly".
  • ABACUS, a branch-and-cut system now distributed under a GNU licence.
  • ACCPM and HOPDM, from Jacek Gondzio. HOPDM is a public domain interior point code for linear and quadratic programs that is comparable in performance with commercial codes. ACCPM is an implementation of an interior point cutting plane algorithm.
  • PCx, another very good public domain interior point code for linear programming problems, written by Sanjay Mehrotra at Northwestern, Steve Wright, and Joe Czycyk at Argonne, and others.
  • LOQO, Bob Vanderbei's interior point solver.
  • LIPSOL, a MATLAB interior point LP code written by Yin Zhang.
  • CSDP, a public domain package for solving semidefinite programming problems, written in C by Brian Borchers.
  • DSDP, Steve Benson and Yinyu Ye's code for solving MAXCUT and similar problems using a dual semidefinite programming approach.
  • SDPT3, an SDP package written in MATLAB, by K.C. Toh, Mike Todd, and Reha Tutuncu.
  • SeDuMi, an SDP package originally developed by Jos Sturm.
  • Biq-Mac, a Binary quadratic and Max cut Solver.
  • MatView, a sparse matrix viewer.
  • OSL, the IBM package.
  • BARON, for concave minimization over polyhedra.
  • MINOPT, a package for mixed integer nonlinear programming by Christodoulos Floudas et al.
  • PORTA, a polyhedral representation algorithm. If you provide the algorithm with an integer programming problem, it will return a list of all the extreme points and information about the facets. Also available from the same site is SMAPO, a library of linear descriptions of polytopes of small instances of various integer programming problems.
  • MCF, a C implementation of a network simplex solver. Available free of charge for academic use.
  • RELAX, a FORTRAN code for minimum cost flow problems by Dimitri Bertsekas and Paul Tseng.
  • METIS, a freely distributed package for graph partitioning by George Karypis.
  • CHACO, for partitioning and ordering graphs, free for academic use with a research licence.
  • DONLP2, an SQP code.
  • Software Visualization, including XTANGO, a program for visualizing the progress of an algorithm.
  • National HPCC Software Exchange
  • ADIFOR, also available at this site. For more information about automatic differentiation, see this page
  • ADMIT, an automatic differentiation package from Tom Coleman.
  • COOOL, a set of object oriented optimization codes written in C++.
  • I also have an unorganized list of announcements of computational packages that are available for solving a variety of problems.

Global optimization

Various networks and pointers to pointers.

Some personal homepages, and some universities and corporations with pointers to homepages for various researchers

Professional organizations

NSF, ONR, and funding information

Journals and Publishers

RPI Math
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