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