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Systems Optimization Laboratory

Stanford University
Dept of Management Science and Engineering (MS&E)

Huang Engineering Center

Stanford, CA 94305-4121  USA

Freely available optimization software

Iterative solvers for sparse Ax = b:
SYMMLQ, MINRES, MINRES-QLP, cgLanczos

Iterative solvers for sparse least-squares problems:
LSQR, LSMR, CGLS, covLSQR, LSRN

Sparse and dense LU factorization (direct methods):
LUSOL, LUMOD

Large-scale optimization with convex objective and linear constraints:
PDCO

Convex optimization in composite form:
PNOPT

Licensed optimization software

MINOS, LSSOL, NPSOL, QPOPT, SQOPT, SNOPT
(These packages are freely available to faculty and students at Stanford University and UC San Diego. Contact Us.)

    Tier 1:  Academic (and Nonprofit) SBSI
    Tier 2:  Nonacademic individual and site     SBSI
    Tier 3:  Commercial redistribution OTL  (Imelda Oropeza)

TOMLAB

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 as follows:


    module load matlab
    matlab
    cd /afs/ir/software/matlab-2010b/tomlab
    startup
    cd examples
    democon


The following solvers are licensed:
    Tomlab/Base
    Tomlab/SOL
    Tomlab/CGO
    Tomlab/CPLEX
    Tomlab/MAD