Difference between revisions of "Optimization Solver"

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m (Mixed Integer Linear Programming (MILP))
m (Core Optimization Algorithms: added current status)
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= Core Optimization Algorithms =
 
= Core Optimization Algorithms =
 +
 +
Listed below are algorithms proposed to be included in future versions of Calc Solver.  Some are being actively developed, while the others are still in planning.
  
 
== Linear Programming (LP) ==
 
== Linear Programming (LP) ==
* Revised Simplex Method
+
* Revised Simplex Method --- '''finished'''
* Bounded Revised Simplex Method
+
* Bounded Revised Simplex Method --- '''in progress'''
* Interior Point Method
+
* Interior Point Method --- proposed
  
 
== Mixed Integer Linear Programming (MILP) ==
 
== Mixed Integer Linear Programming (MILP) ==
* Branch and Bound
+
* Branch and Bound --- planned
* Branch and Cut
+
* Branch and Cut --- planned
  
 
== Non-Linear Programming (NLP) ==
 
== Non-Linear Programming (NLP) ==
* Quasi-Newton Method with BFGS Update
+
* Quasi-Newton Method with BFGS Update --- '''in progress'''
* Penalty Method
+
* Penalty Method --- proposed
* Barrier Method
+
* Barrier Method --- proposed
* Genetic Algorithm
+
* Genetic Algorithm --- planned
  
 
== Mixed Integer Non-Linear Programming (MINLP) ==  
 
== Mixed Integer Non-Linear Programming (MINLP) ==  

Revision as of 03:32, 12 April 2006

Introduction

This Optimization Solver package is currently maintained by Kohei Yoshida (User:Kohei). The main project website is here. This package is now an official part of ooo-build.

Download and Test

Interested in testing it? I usually post the binary on my website. Right now, I only maintain x86 Linux binary for each snapshot release, but Windows binary for the February 2006 snapshot is available thanks to Kami.

Alternatively, you can download and install OpenSUSE 10.1 (currently in Beta) from the OpenSUSE project website. The edition of OO.o shipped with OpenSUSE 10.1 includes this Solver.

To install, follow these steps (in English build):

  • Download the latest solver.uno.zip, but don't unzip it.
  • Open Calc, go to Tools - Package Manager.
  • Select "My Packages", and click "Add".
  • Locate that solver.uno.zip file you have downloaded, and hit OK to load it.
  • Once Calc finishes registering the component, close all OO.o windows, and restart Calc. You should then see a floating toolbar with the word "Solver" on it.

Core Optimization Algorithms

Listed below are algorithms proposed to be included in future versions of Calc Solver. Some are being actively developed, while the others are still in planning.

Linear Programming (LP)

  • Revised Simplex Method --- finished
  • Bounded Revised Simplex Method --- in progress
  • Interior Point Method --- proposed

Mixed Integer Linear Programming (MILP)

  • Branch and Bound --- planned
  • Branch and Cut --- planned

Non-Linear Programming (NLP)

  • Quasi-Newton Method with BFGS Update --- in progress
  • Penalty Method --- proposed
  • Barrier Method --- proposed
  • Genetic Algorithm --- planned

Mixed Integer Non-Linear Programming (MINLP)

  •  ?

Automatic Algorithm Selection

We may need an optional mechanism to select appropriate optimization algorithms (LP vs QP, linear vs non-linear) based on the characteristics of a given model. But such machanism should be optional so that the user can still pick and choose desired algorithms.

Third Party Library

Free Software
Commercial
  • np_sol
  • cplex

Other Requirements

  • User-defined Hessian matrix calculation
  • UI string i18n
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