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I have a bibtex database of
optimization references (900K) available online.
These are mostly interior point references.
A searchable
version of this bibliography is also available.
I also have an unorganized list of announcements of
computational packages that are available
for solving a variety of problems.
This page is not updated often enough, so some of the links are no
longer functional.
2010
-
INFORMS 2010 Austin, Texas,
November 7-10.
-
MOPTA,
Lehigh University, Bethlehem, PA, August 18-20, 2010.
-
ICCOPT, Santiago, Chile,
July 26-29, 2010.
-
Waterloo
Engineering Optimization Day, March 31, 2010.
2009
-
INFORMS
Annual Meeting,
San Diego, October 11-14, 2009.
- 20th International Symposium on
Mathematical Programming,
Chicago, August 23-28, 2009.
- CORS-INFORMS International
Meeting, Toronto, June 14-17, 2009.
- MIP 2009,
University of California at Berkeley, June 8-11, 2009.
2008
- Mixed Integer Nonlinear
Optimization: Algorithmic Advances and Applications,
IMA, University of Minnesota, November 17-21, 2008.
- INFORMS 2008,
October 12-15, Washington.
- MOPTA 2008,
University of Guelph, August 18-20, 2008.
- MIP 2008,
Columbia University, August 4-7, 2008.
- SIAM Conference on
Optimization,
Boston, Massachusetts, May 10-13, 2008.
- INFORMS Optimization Society
2008 Conference,
March 14 - March 16, 2008, Atlanta.
2007
- INFORMS Annual Meeting,
November 4-7, Seattle, Washington.
- ICCOPT II
and MOPTA-07,
August 13-16, McMaster University, Hamilton, Ontario, Canada.
- IPCO 2007,
June 25-27, Cornell University, Ithaca, New York.
-
C&O@40 Conference,
Conference on Combinatorics and Optimization,
June 18-23,
University of Waterloo,
Ontario, Canada.
2006
- ISMP 2006,
Rio de Janeiro, Brazil, July 30 to August 4, 2006.
- EURO 2006
in Reykjavik, Iceland, July 2-5, 2006.
2005
- Columbia
Optimization Day, December 5, 2005.
- IFORS,
Hawaii, July 11-15, 2005.
-
Workshop on Optimization
in Finance,
Coimbra, Portugal, July 5-8, 2005.
-
FoCM Optimization Workshop,
Santander, Spain, July 4-6, 2005.
- 8th International
Symposium on
Generalized Convexity and Generalized Monotonicity,
Varese, Italy, July 4-8, 2005
- IPCO XI,
Berlin, June 8-10, 2005.
- Eighth SIAM
Conference on Optimization,
Stockholm, May 15-18, 2005.
- Optimization Days 2005,
Montreal, May 9-11, 2005.
- Conference
on Systems Analysis, Data Mining and Optimization in Biomedicine,
University of Florida, February 2-4, 2005.
2004
- The Vescprem Optimization
Conference: Advanced Algorithms (VOCAL),
December 13-15, 2004, Veszprem, Hungary.
- 4th COLUMBIA OPTIMIZATION DAY ,
New York, November 15, 2004.
- Tenth
International Conference on Stochastic Programming ,
Tucson, Arizona, October 11-15, 2004.
- MAO 2004,
the 10th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference,
Albany, NY, Aug 30 - Sep 1, 2004.
- XIII Panamerican Conference
of Transportation,
Albany, NY Sep 26-29, 2004.
- OR 2004, Symposium on
Operations Research, Tilburg University, September 1-3, 2004.
- First Mathematical
Programming Society International
Conference on Continuous Optimization, ICCOPT I,
will be held at RPI, August 2-4 2004, with a
summer
school on July 31
and August 1, 2004.
- MOPTA 2004,
McMaster University, Hamilton, Canada, July 28-30, 2004.
-
HPOPT 2004,
CWI, Amsterdam, The Netherlands,
June 23-25, 2004.
-
APMOD 2004, Brunel University,
June 20-23, 2004.
-
IPCO,
Columbia University, June 9-11, 2004.
-
Workshop
on Large Scale Nonlinear and Semidefinite Programming,
University of Waterloo, May 12-15, 2004.
-
V
BRAZILIAN WORKSHOP ON CONTINUOUS OPTIMIZATION,
In honor of the 60th birthday of Clóvis Caesar Gonzaga,
UFSC - Florianópolis, March 22 - 25, 2004.
- Multiscale
optimization methods and applications,
February 26-28, 2004, University of Florida.
- HICSS,
January 5-8, 2004.
- 2004 NSF Design, Service and
Manufacturing Grantees and Research Conference, Dallas, January 5-8, 2004.
- AMS Short Course:
Trends in Optimization, January 5-6, 2004, Phoenix,
preceding the
Joint
Mathematics Meeting.
2003
- Columbia
Optimization Day, November 3, 2003.
- DIMACS Workshop on
Data Mining Techniques in Bioinformatics, October 30-31, 2003.
- INFORMS Atlanta 2003,
October 19-22, 2003.
- ISMP 2003,
the international symposium on mathematical programming,
Copenhagen, 18-22 August 2003.
- MOPTA 2003,
McMaster University, Hamilton, Canada, July 30 - August 1, 2003.
-
Discussions on mixed integer programming,
June 25-26, 2003, Columbia University.
- Semidefinite
programming and robust optimization, IMA Workshop,
Minneapolis, March 12-19, 2003.
Part of the
year on optimization.
History
- OR-Library, a collection of test data sets for
a variety of problems. Maintained by
John Beasley.
- MIPLIB,
a collection of mixed integer programming
data sets.
- TSPLIB, a collection of TSP instances.
-
LOLIB, a collection of linear ordering test instances.
I also have a collection of
random linear ordering instances.
- DIMACS Challenge on Cliques, Coloring, and
Satisfiability
- The semidefinite programming homepages maintained by
Christof Helmberg and
Farid Alizadeh.
- QAPLIB,
the Quadratic Assignment Problem library homepage.
- ABACUS,
a branch-and-cut system now distributed under a GNU licence.
- UCI Repository Of Machine Learning Databases and Domain Theories (These are clustering problems.)
- Network on
metaheuristic procedures, HEUR.
- Memetic
algorithms, a metaheuristic for combinatorial optimization problems.
- Ant Colony
Optimization, generally used for combinatorial optimization problems.
- An on-line optimization
system for MILPs (for small examples!)
- An
online bibtex file (150K)
of an annotated bibliography for post-solution analysis in mixed
integer programming and combinatorial optimization,
and an associated paper in
postscript (353K) and
pdf (351K) formats,
maintained by
Harvey Greenberg.
- A set of
benchmark
instances for various classes of graph problems.
- The
NEOS Server is a project to make the latest techniques
in optimization widely available.
You can submit a problem in an appropriate framework, and request that
a particular algorithm be used to solve the problem.
This is a service of the
Optimization Technology Center at Argonne National Lab.
It includes interactive formulations of the
diet problem
and the
portfolio optimization problem.
- AMPL.
- COIN-OR, the open source initiative
for the OR community.
- Here is a list of software packages.
- CPLEX Optimization, Inc. Home Page
- XPRESS-MP,
a package for linear programs and integer programs. The interior
point solver for linear programming problems uses a homogeneous method.
- MOSEK, a homogenized interior
point method package for use with Windows operating systems.
Written by
Erling Andersen.
- YALMIP,
a MATLAB toolbox "initially focused on semi-definite programming,
but the latest release extends this scope significantly".
- ABACUS,
a branch-and-cut system now distributed under a GNU licence.
- LINDO
- KETRON
- ACCPM and
HOPDM, from
Jacek Gondzio.
HOPDM is a public domain interior point code for linear and quadratic programs
that is comparable in performance with commercial codes.
ACCPM is an implementation of an interior point cutting plane algorithm.
- PCx,
another very good public domain interior point code for linear programming
problems, written by
Sanjay Mehrotra
at Northwestern,
Steve Wright,
and Joe Czycyk at Argonne, and others.
- LOQO,
Bob Vanderbei's interior point solver.
- LIPSOL,
a MATLAB interior point LP code written by
Yin Zhang.
- CSDP,
a public domain package for solving semidefinite programming problems,
written in C by
Brian Borchers.
- DSDP,
Steve Benson and Yinyu Ye's code for solving MAXCUT and similar
problems using a dual semidefinite programming approach.
- SDPT3,
an SDP package written in MATLAB, by K.C. Toh, Mike Todd, and Reha Tutuncu.
- SeDuMi,
an SDP package originally developed by Jos Sturm.
- Biq-Mac,
a Binary quadratic and Max cut Solver.
- MatView,
a sparse matrix viewer.
- OSL, the IBM package.
- BARON, for concave
minimization over polyhedra.
- MINOPT,
a package for mixed integer nonlinear programming by
Christodoulos
Floudas et al.
-
PORTA,
a polyhedral representation algorithm.
If you provide the algorithm with an integer programming problem,
it will return a list of all the extreme points and information about the
facets.
Also available from the same site is
SMAPO,
a library of linear descriptions of polytopes of small instances of
various integer programming problems.
- MCF,
a C implementation of a network simplex solver.
Available free of charge for academic use.
- RELAX,
a FORTRAN code for minimum cost flow problems by Dimitri Bertsekas and
Paul Tseng.
- METIS,
a freely distributed package for graph partitioning by
George Karypis.
- CHACO,
for partitioning and ordering graphs,
free for academic use with a research licence.
- DONLP2, an SQP code.
- Software
Visualization, including XTANGO, a program for visualizing the
progress of an algorithm.
- National HPCC
Software Exchange
- ADIFOR, also available at this site. For more information about automatic differentiation, see this page
- ADMIT,
an automatic differentiation package from Tom Coleman.
- COOOL,
a set of object oriented optimization codes written in C++.
- I also have an unorganized list of announcements of
computational packages that are available
for solving a variety of problems.
- Kartik Krishnan.
- Kristin Bennett
- Jong-Shi
Pang
- Brian Borchers, integer programming, computational logic.
- Jon Lee,
integer programming.
- Yinyu Ye
- Kurt
Anstreicher
- Jean-Louis Goffin.
- Mohammad
Oskoorouchi.
- Anil Kamath home page
- Combinatorics and Optimization at Waterloo, including
Levent Tuncel and
Henry Wolkowicz
- McMaster University
department of Computing and Software, including
Tamas Terlaky.
- AT&T Research
(includes
Mauricio Resende, among others).
- TU Delft
Department of Technical Mathematics and Informatics
(includes Kees Roos
and
Etienne de Klerk,
among others).
- Tokyo Institute of Technology,
Department of Information Science. (Includes M. Kojima).
There is an
ftp site for papers
and software.
-
Computer
Science and Discrete
Optimization group at Heidelberg, including Gerhard Reinelt.
-
Michael Juenger's group at the University of Cologne.
- OR at Cornell, including Mike Todd, ...
- OR at Stanford,
including
Walter Murray,
Michael Saunders,
...,
and Stephen Boyd
in the electrical engineering
department/information systems
laboratory.
- Rice University, including
David Applegate,
Bob Bixby,
Bill Cook,
John Dennis,
Richard Tapia, and
Yin Zhang.
- OR at Georgia Tech, including
Renato Monteiro
and Eva Lee,...
- IEOR at Columbia.
- Operations Research
at MIT, including
Rob Freund,
Michel Goemans,
Pablo Parrilo,...
- Courant at NYU,
including
Michael Overton,
Joel Spencer.
and Margaret Wright.
- Computer Science at Wisconsin,
including Michael Ferris,
Steve Wright,
and Olvi Mangasarian.
- Industrial and Systems Engineering
at the University of Florida, including
Panos Pardalos.
- RUTCOR,
including
Farid Alizadeh,
Jonathan Eckstein,...
- Industrial and Operations
Engineering at Michigan, including
John Birge and
Romesh Saigal.
-
Logilab at the University of Geneva, including
Jean-Philippe Vial.
-
OR at Princeton, including
Bob Vanderbei.
- Econometric Institute
at Erasmus University, Rotterdam, including
Shuzhong Zhang,
and
Arjan Berkelaar.
- Jos Sturm,
in Tilburg.
- Shuzhong Zhang
at the Chinese University of Hong Kong.
- Christoph Helmberg
at Chemnitz University of Technology.
- Sven Leyffer
at Argonne.
- Stefan Scholtes
at the Judge Institute of Management,
Cambridge University.
- Management Science at the
University of Miami, including
Anuj Mehrotra.
- CIRL, University of Oregon (includes Matt Ginsberg).
- Chris Jones,
including pointers to work in graphical visualization of algorithms.
- Computing and Applied Mathematics Laboratory, NIST.
- NASA Langley Optimization Group
- -- A HREF="http://www.samnet.ou.dk"Business and Economics at
Odense University /A >Management at Odense University, including
Erling Andersen.
- Bob
Bosch at Oberlin College.
Bob uses
integer programming and dominoes
to create portraits.
RPI Math
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