Solvers

The OPTI Toolbox forms an 'umbrella' over a suite of open source and free academic solvers, most of which are included (and compiled for Windows) as part of the toolbox download.

Supplied Solvers

Below is a list of the solvers supplied with OPTI, grouped by the problem types they can solve. Click a solver name to view more information about it.

Linear Programming (LP)

CLP, CSDP, DSDP, GLPK, LP_SOLVE, OOQP, SCIP

Mixed Integer Linear Programming (MILP)

CBC, GLPK, LP_SOLVE, SCIP

Quadratic Programming (QP)

CLP, OOQP, SCIP

Mixed Integer Quadratic Programming (MIQP)

SCIP

Quadratically Constrained Quadratic Programming (QCQP)

SCIP

Mixed Integer Quadratically Constrainted Quadratic Programming (MIQCQP)

SCIP

Semidefinite Programming (SDP)

CSDP, DSDP

System of Nonlinear Equations (SNLE)

HYBRJ, LM_DER, MKLTRNLS, NL2SOL

Nonlinear Least Squares (NLS)

LEVMAR, LM_DER, MKLTRNLS, NL2SOL

Nonlinear Programming (NLP)

FILTERSD, IPOPT, L-BFGS-B, M1QN3, NLOPT, SCIP

Global Nonlinear Programming (GNLP)

NLOPT, NOMAD, PSWARM, SCIP

Mixed Integer Nonlinear Programming (MINLP)

BONMIN, NOMAD, SCIP



Interfaced Solvers

Below is a list of the solvers interfaced (connected, but not supplied) to OPTI, grouped as above. Apart from the MATLAB solvers, most others are available under an unrestrictive free academic license.

Linear Programming (LP)

BARON, CPLEX, MATLAB, MOSEK, SeDuMi

Mixed Integer Linear Programming (MILP)

BARON, CPLEX, MATLAB, MOSEK

Quadratic Programming (QP)

BARON, CPLEX, MATLAB, MOSEK

Mixed Integer Quadratic Programming (MIQP)

BARON, CPLEX, MOSEK

Quadratically Constrained Quadratic Programming (QCQP)

BARON, CPLEX, MOSEK

Mixed Integer Quadratically Constrainted Quadratic Programming (MIQCQP)

BARON, CPLEX, MOSEK

Semidefinite Programming (SDP)

SeDuMi

System Of Nonlinear Equations (SNLE)

MATLAB

Nonlinear Least Squares (NLS)

MATLAB

Nonlinear Programming (NLP)

BARON, MATLAB

Global Nonlinear Programming (GNLP)

BARON, GMATLAB

Mixed Integer Nonlinear Programming (MINLP)

BARON, GMATLAB