Systems Optimization Laboratory
Stanford, CA 94305-4121 USA
Iterative solvers for sparse Ax = b:
Iterative solvers for sparse least-squares problems:
Sparse and dense LU factorization (direct methods):
Nullspace of sparse matrix via SPQR or LUSOL:
Optimization with convex objective and linear constraints:
PDCO (including sparse optimization)
Convex optimization in composite form:
Fortran 90 quad-precision dotproduct of double-precision vectors
Licensed optimization software
MINOS, LSSOL, NPSOL, QPOPT, SQOPT, SNOPT
for user's guides to each of those solvers.
These packages are freely available
to faculty and students at Stanford University and UC San Diego.
For non-Stanford and non-UCSD personnel, please contact SBSI regarding
three types of license for the above solvers:
For MINOS, please email Michael Saunders at firstname.lastname@example.org.
For SNOPT, DNOPT, NPSOL, SQOPT, SQIC, please see
UCSD/Stanford Optimization Software
and email Philip Gill and Elizabeth Wong at email@example.com.
|| Academic (and Nonprofit)
|| Nonacademic individual and site
|| Commercial redistribution
||OTL (Evan Elder)
- MINOS 5.6 is available in both Double-precision and Quad-precision
versions. If you need to solve linear or nonlinear optimization
problems in Quad precision, please email Michael Saunders at
firstname.lastname@example.org. Input can be MPS files (which have limited data precision), or you can call subroutine minoss from an f90 program with floating-point
variables declared real(16).
- MINOS 5.6 Double and Quad is available for large-scale linear programs
within the GAMS modeling system. Please see the DQQ (Double-Quad-Quad) procedure within the GAMS library:
dqq.gms : Warm-starting quad-precision MINOS.
TOMLAB is a MATLAB environment for optimization.
It provides an interface to
MINOS, LSSOL, NPSOL, SQOPT, SNOPT,
and many other solvers for many different problem types.
TOMLAB at Stanford
TOMLAB is installed on the Stanford Linux cluster (March 31, 2011).
To gain access, login to the cluster (e.g. ssh corn) and proceed
The following solvers are licensed:
Tomlab/Base, SOL, CGO, CPLEX, MAD
module load matlab