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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

Systems Using SOL Optimization Software

For many optimization applications, we recommend the use of high-level systems such as the following. They provide a convenient interface to MINOS, SNOPT, NPSOL and many other linear, integer and nonlinear solvers, and they extend the range of problem types that can be solved by traditional local optimizers.


  • GAMS (GAMS Development Corporation)
    Algebraic modeling language: LP, NLP, MIP, MILP, MINLP, LCP, MCP, CNS.

  • AMPL (originally developed at Bell Laboratories)
    Interactive algebraic modeling language: LP, NLP, MIP, MILP, MINLP.

  • AIMMS (Paragon Decision Technology)
    Interactive algebraic modeling language: LP, NLP, MIP, MILP, MINLP.

  • BARON (Dept of Chemical Engineering, University of Illinois at Urbana-Champaign)
    Global optimization (linear and nonlinear), concave programming, fractional programming, factorable programming, MILP, MIQP, etc.

  • COMSOL Multiphysics (Optimization Module)
    Constrained optimization (linear, quadratic, nonlinear).

  • DECIS (Infanger Investment Technology, LLC)
    Large-scale stochastic programming.

  • MINOPT (Dept of Chemical Engineering, Princeton University)
    Process design, optimal control, etc.: LP, NLP, NLP/DAE, MIP, MILP, MINLP, OCP, MIOCP.

  • NEOS server (Argonne National Laboratory)
    Web-based access to AMPL, GAMS, and many other solvers.

  • TOMLAB (Kenneth Holmström, TOMLAB Optimization AB, Sweden)
    MATLAB interface to SOL solvers and many others.

  • TOMNET (Kenneth Holmström, TOMLAB Optimization AB, Sweden)
    An optimization environment for the solution of problems in .NET.

  • PROPT (Tomlab Optimization Inc.)
    MATLAB Optimal Control Software: Multi-phase optimal control problems. MAD is used for floating-point precision derivatives.