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
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  • 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