Detail from Littlefield Fountain
PROFESSOR LEON LASDON
The David Bruton, Jr. Centennial Chair in
Business Decision Support Systems
DEPARTMENT OF INFORMATION, RISK, & OPERATIONS MANAGEMENT
MCCOMBS SCHOOL OF BUSINESS
THE UNIVERSITY OF TEXAS AT AUSTIN

  • GRG2
  • The nonlinear solver bundled with the Microsoft Excel Solver.
    Widely used outside of Excel, often imbedded in a larger application.
    Available as C or Fortran source code.
    Limited to a few hundred active contraints (exclusive of bounds), but can handle thousands of variables

  • LSGRG2
  • A version of GRG2 that can solve problems with thousands of constraints and variables.
    Also available in Fortran or C.

  • SQP
  • A Fortran solver implementing the Successive Quadratic Programming (SQP) algorithm.

  • SLP
  • A Fortran solver implementing a Successive Linear Programming algorithm.

  • INTPT
  • A Fortran solver implenenting an Interior Point algorithm.

  • OQGRG
  • A C solver for global optimization of smooth constrained problems with either all continuous variables
    or a mixture of discrete and continuous variables.
    Works in standalone mode, and also interface to the GAMS algebraic modeling language.




    Created by M. Woolsey, 2005 Copyright, Leon S. Lasdon Updated by Prof. Lasdon's administrative staff