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Template talk:Mathematical optimization software

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is, like stochastic programming, an attempt to capture uncertainty in the data underlying the optimization problem. This is not done through the use of random variables, but instead, the problem is solved taking into account inaccuracies in the input
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make few or no assumptions about the problem being optimized. Usually, heuristics do not guarantee that any optimal solution need be found. On the other hand, heuristics are used to find approximate solutions for many complicated optimization
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studies the general case in which the objective function or the constraints or both contain nonlinear parts. This may or may not be a convex program. In general, whether the program is convex affects the difficulty of solving
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allows the objective function to have quadratic terms, while the feasible set must be specified with linear equalities and inequalities. For specific forms of the quadratic term, this is a type of convex
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studies the case in which the optimization strategy is based on splitting the problem into smaller subproblems. The equation that describes the relationship between these subproblems is called the
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alphaBB, AlphaECP, AOA, BARON, BNB, BONMIN, Couenne, DICOPT, Xpress-SLP, FILMINT, FMINCONSET, KNITRO, LAGO, LINDOBB, LINDOGlobal, LOGMIP, MIDACO, MILANO, MINLP_BB, MISQP, OQNLP, SBB
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seeks to optimize an objective defined over many points in time, by considering how the objective function changes if there is a small change in the choice path.
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studies optimization of ratios of two nonlinear functions. The special class of concave fractional programs can be transformed to a convex optimization problem.
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Interior-Point LP Solvers: BPMPD, CLP, FortMP, GIPALS32, HOPDM, GLPK, CPLEX, LINDO, LIPSOL, LOQO, MSF, MOSEK, PCx, SAS/OR, Xpress-Optimizer
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In a number of subfields, the techniques are designed primarily for optimization in dynamic contexts (that is, decision making over time):
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Disjunctive programming is used where at least one constraint must be satisfied but not all. It is of particular use in scheduling.
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is a general form of convex programming. LP, SOCP and SDP can all be viewed as conic programs with the appropriate type of cone.
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Quadratically Constrained Quadratic Programming (QCQP) / Mixed Integer Quadratically Constrainted Quadratic Programming (MIQCQP)
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Conic Optimization Software: CPLEX, CSDP, CVXOPT, DSDP, LMIlab, LOQO, MOSEK, PENSDP, SDPA, SDPlr, SDPT3, SeDuMi, SMCP
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Nonlinear Programming (NLP) / Mixed Integer Nonlinear Programming (MINLP) / Global Nonlinear Programming (GNLP)
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on Knowledge (XXG). If you would like to participate, please visit the project page, where you can join
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on Knowledge (XXG). If you would like to participate, please visit the project page, where you can join
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CONOPT, FilterSQP, KNITRO, LINDO LRAMBO, NLPQLP, NPSOL, PATHNLP, SNOPT, SQPlab; <ALM Solvers: -->
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MILP software: CPLEX, Gurobi, LINDO, MOSEK, Xpress-Optimizer, BLIS, CBC, GLPK, MINTO, SCIP, SYMPHONY
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is concerned with problems where the set of feasible solutions is discrete or can be reduced to a
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values. This is not convex, and in general much more difficult than regular linear programming.
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is linear and the set of constraints is specified using only linear equalities and inequalities.
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Second-order cone programming (SOCP) / Mixed Integer Second-order cone programming (MISOCP)
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for use with random (noisy) function measurements or random inputs in the search process.
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Wiley Encyclopedia of Operations Research and Management Science: Optimization Software
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Software for Nonlinearly Constrained Optimization: <Interior-Point Solvers: -->
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studies linear programs in which some or all variables are constrained to take on
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studies the case when the set of feasible solutions is a subset of an infinite-
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studies the case in which some of the constraints or parameters depend on
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Mathematical Programming Glossary: The Nature of Mathematical Programming
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is a technique whereby objective and inequality constraints expressed as
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Ipfilter, IPOPT, KNITRO, LANCELOT, LINDO, LOQO; <SLP/SQP Solvers: -->
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Quadratic Programming (QP) / Mixed Integer Quadratic Programming (MIQP)
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Linear Programming (LP) / Mixed Integer Linear Programming (MILP)
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Decision Tree for Optimization Software: Problems and Software
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CPLEX, Xpress-Optimizer, MOSEK, SCIP; <General MINLP: -->
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theory is a generalization of the calculus of variations.
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OR/MS Today: 1998 Nonlinear Programming Software Survey
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Mathematical Programs with Complementarity Constraints
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Complementarity Problems and Variational Inequalities
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Mathematical programming with equilibrium constraints
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OR/MS Today: 2013 Linear Programming Software Survey
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Optimization Software Guide: Software Classification
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Programming 3187:Linear Programming (LP) 2947:artificial intelligence 2939:Constraint satisfaction 2912:Stochastic optimization 2745:Parallel metaheuristics 2553:Approximation algorithm 2264:Powell's dog leg method 2216:Davidon–Fletcher–Powell 2112:Unconstrained nonlinear 95:WikiProject Mathematics 3542:All Computing articles 3451:Stochastic Programming 3442:Nonlinear Optimization 3224:Discrete Optimization 3136:Constraint Programming 2973:Calculus of variations 2957:Constraint programming 2885:Stochastic programming 2872:Fractional programming 2730:Evolutionary algorithm 2313: 206: 3547:All Software articles 3375:OPTI Toolbox: Solvers 3308:Quadratic Programming 3153:Discrete Optimization 3127:Geometric programming 2878:Nonlinear programming 2865:Quadratic programming 2839:Geometric programming 2503:Criss-cross algorithm 2326:Constrained nonlinear 2311: 2132:Golden-section search 236:Extensive version of 213:WikiProject Computing 205: 3439:Network Optimization 3317:Network Optimization 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6: 4: 3: 2: 3559: 3548: 3545: 3543: 3540: 3538: 3535: 3533: 3530: 3528: 3525: 3523: 3520: 3518: 3515: 3513: 3510: 3509: 3507: 3496: 3493: 3491: 3488: 3487: 3485: 3483: 3480: 3478: 3475: 3473: 3470: 3468: 3465: 3463: 3460: 3459: 3455: 3450: 3447: 3444: 3441: 3438: 3435: 3432: 3429: 3426: 3423: 3420: 3417: 3416: 3413: 3410: 3405: 3402: 3399: 3396: 3393: 3390: 3387: 3384: 3383: 3380: 3376: 3373: 3365: 3360: 3357: 3354: 3351: 3348: 3345: 3344: 3341: 3338: 3331: 3328: 3325: 3324: 3322: 3319: 3316: 3313: 3310: 3307: 3304: 3301: 3298: 3295: 3294: 3291: 3288: 3283: 3280: 3275: 3272: 3269: 3266: 3263: 3260: 3259: 3257: 3250: 3249: 3247: 3246: 3244: 3237: 3236: 3234: 3229: 3228: 3226: 3225: 3223: 3216: 3213: 3212: 3210: 3207: 3204: 3201: 3198: 3195: 3192: 3189: 3186: 3183: 3180: 3177: 3174: 3173: 3171: 3170: 3167: 3163: 3160: 3155: 3152: 3149: 3146: 3143: 3138: 3135: 3132: 3129: 3126: 3123: 3120: 3117: 3116: 3114: 3111: 3108: 3107: 3104: 3101: 3096: 3094:Semi-infinite 3093: 3091:Semi-definite 3090: 3087: 3084: 3081: 3078: 3076:Mixed-Integer 3075: 3072: 3069: 3066: 3063: 3060: 3057: 3054: 3051: 3048: 3045: 3042: 3039: 3036: 3033: 3030: 3027: 3026: 3023: 3020: 3015: 3012: 3011: 3010: 3004: 3000: 2996: 2993: 2990: 2986: 2983: 2980: 2977: 2974: 2971: 2970: 2969: 2963: 2958: 2955: 2954: 2952: 2948: 2944: 2940: 2937: 2933: 2929: 2926: 2923: 2919: 2916: 2913: 2910: 2907: 2903: 2900: 2896: 2893: 2890: 2886: 2883: 2879: 2876: 2873: 2870: 2866: 2863: 2860: 2856: 2853: 2848: 2844: 2840: 2837: 2834: 2831: 2828: 2825: 2821: 2818: 2815: 2812: 2809: 2805: 2802: 2801: 2798: 2795: 2794: 2791: 2788: 2778: 2775: 2774: 2771: 2761: 2758: 2756: 2753: 2751: 2748: 2746: 2743: 2741: 2738: 2736: 2735:Hill climbing 2733: 2731: 2728: 2727: 2724: 2720: 2715: 2711: 2697: 2694: 2692: 2689: 2687: 2684: 2682: 2679: 2678: 2676: 2674: 2673:Network flows 2670: 2660: 2657: 2655: 2652: 2648: 2645: 2644: 2643: 2640: 2639: 2637: 2635: 2634:Shortest path 2631: 2621: 2618: 2616: 2613: 2611: 2608: 2607: 2605: 2603: 2602:spanning tree 2597: 2594: 2592: 2586: 2578: 2574: 2571: 2570: 2569: 2566: 2564: 2561: 2559: 2556: 2554: 2551: 2550: 2548: 2544: 2540: 2536: 2535:Combinatorial 2531: 2527: 2509: 2506: 2504: 2501: 2499: 2496: 2494: 2491: 2490: 2488: 2486: 2483: 2479: 2473: 2470: 2468: 2465: 2463: 2460: 2459: 2457: 2455: 2451: 2448: 2446: 2441: 2437: 2431: 2428: 2426: 2423: 2421: 2418: 2417: 2415: 2413: 2407: 2403: 2399: 2394: 2390: 2376: 2373: 2371: 2368: 2366: 2363: 2362: 2360: 2356: 2350: 2347: 2345: 2342: 2341: 2339: 2335: 2331: 2327: 2322: 2318: 2310: 2292: 2289: 2288: 2286: 2284: 2280: 2270: 2267: 2265: 2262: 2260: 2257: 2255: 2252: 2250: 2247: 2245: 2242: 2240: 2237: 2236: 2234: 2232: 2231:Other methods 2228: 2222: 2219: 2217: 2214: 2212: 2208: 2205: 2203: 2200: 2199: 2197: 2195: 2191: 2185: 2182: 2180: 2177: 2176: 2174: 2172: 2168: 2165: 2163: 2159: 2153: 2150: 2148: 2145: 2143: 2140: 2138: 2135: 2133: 2130: 2129: 2127: 2125: 2121: 2117: 2113: 2108: 2104: 2100: 2096: 2092: 2088: 2081: 2076: 2074: 2069: 2067: 2062: 2061: 2058: 2052: 2049: 2039: 2038: 2034: 2032: 2031: 2027: 2026: 2023: 2016: 2014: 2011: 2010: 2008: 2005: 2004:Metaheuristic 2001: 1994: 1992: 1989: 1986: 1984: 1981: 1979: 1976: 1974: 1971: 1968: 1966:Artelys Kalis 1965: 1964: 1962: 1959: 1955: 1941: 1938: 1936: 1933: 1931: 1928: 1926: 1923: 1921: 1918: 1916: 1913: 1911: 1908: 1905: 1903: 1900: 1898: 1895: 1893: 1890: 1888: 1885: 1883: 1880: 1878: 1875: 1873: 1870: 1868: 1865: 1863: 1860: 1858: 1855: 1853: 1850: 1848: 1845: 1844: 1842: 1840: 1836: 1833: 1829: 1819: 1816: 1814: 1811: 1809: 1806: 1805: 1803: 1801: 1797: 1791: 1788: 1786: 1783: 1781: 1778: 1777: 1775: 1771: 1765: 1762: 1760: 1757: 1755: 1752: 1750: 1747: 1745: 1742: 1740: 1737: 1736: 1734: 1730: 1724: 1721: 1719: 1716: 1714: 1711: 1710: 1708: 1704: 1698: 1695: 1693: 1690: 1688: 1685: 1683: 1680: 1678: 1675: 1674: 1672: 1670: 1666: 1660: 1657: 1655: 1652: 1650: 1647: 1645: 1642: 1640: 1637: 1635: 1632: 1630: 1627: 1625: 1622: 1620: 1617: 1615: 1612: 1610: 1607: 1605: 1602: 1600: 1597: 1595: 1592: 1591: 1589: 1587: 1583: 1577: 1574: 1572: 1569: 1567: 1564: 1562: 1559: 1556: 1554: 1551: 1550: 1548: 1546: 1542: 1539: 1535: 1532: 1529: 1525: 1511: 1508: 1506: 1503: 1502: 1500: 1498: 1494: 1491: 1487: 1477: 1474: 1472: 1469: 1467: 1464: 1462: 1459: 1457: 1454: 1452: 1449: 1447: 1444: 1442: 1439: 1437: 1434: 1432: 1429: 1427: 1424: 1422: 1419: 1417: 1414: 1412: 1409: 1407: 1404: 1403: 1401: 1398: 1395: 1391: 1388: 1385: 1381: 1377: 1363: 1360: 1358: 1355: 1353: 1350: 1348: 1345: 1343: 1340: 1338: 1335: 1333: 1330: 1328: 1325: 1323: 1320: 1318: 1315: 1313: 1310: 1309: 1307: 1305: 1301: 1298: 1294: 1284: 1281: 1279: 1276: 1274: 1271: 1270: 1268: 1266: 1261: 1255: 1252: 1251: 1249: 1247: 1243: 1237: 1234: 1232: 1229: 1227: 1224: 1222: 1219: 1217: 1214: 1212: 1209: 1207: 1204: 1202: 1199: 1198: 1196: 1194: 1190: 1184: 1181: 1179: 1176: 1174: 1171: 1169: 1166: 1164: 1161: 1159: 1156: 1154: 1151: 1149: 1146: 1144: 1141: 1139: 1136: 1134: 1131: 1129: 1126: 1124: 1121: 1119: 1116: 1114: 1111: 1109: 1106: 1105: 1103: 1101: 1097: 1094: 1092: 1088: 1085: 1082: 1078: 1074: 1060: 1057: 1055: 1052: 1050: 1047: 1045: 1042: 1039: 1037: 1034: 1032: 1029: 1027: 1024: 1022: 1019: 1017: 1014: 1013: 1011: 1009: 1005: 999: 996: 994: 991: 989: 986: 983: 981: 978: 976: 973: 971: 968: 966: 963: 961: 958: 955: 953: 950: 948: 945: 943: 940: 938: 935: 933: 930: 928: 925: 923: 920: 918: 915: 913: 910: 907: 906: 904: 902: 898: 892: 889: 887: 884: 882: 879: 876: 874: 871: 869: 866: 864: 861: 859: 856: 854: 851: 850: 848: 846: 842: 839: 835: 825: 822: 820: 817: 815: 812: 810: 807: 804: 803: 801: 799: 795: 789: 786: 783: 781: 778: 776: 773: 771: 768: 766: 763: 761: 758: 756: 753: 751: 748: 746: 743: 741: 738: 736: 733: 731: 728: 726: 723: 722: 720: 718: 714: 708: 705: 702: 700: 697: 695: 692: 691: 689: 687: 683: 676: 674: 671: 669: 666: 664: 661: 660: 658: 656: 652: 646: 643: 641: 638: 635: 633: 630: 628: 625: 623: 620: 618: 615: 613: 610: 608: 605: 602: 600: 597: 595: 592: 590: 587: 585: 582: 580: 577: 575: 572: 570: 567: 566: 564: 562: 558: 552: 549: 547: 544: 542: 539: 537: 534: 532: 529: 527: 524: 522: 519: 517: 514: 512: 509: 507: 504: 502: 499: 497: 494: 492: 489: 487: 484: 482: 479: 477: 474: 472: 469: 467: 464: 462: 459: 457: 454: 452: 449: 448: 446: 444: 440: 437: 435: 431: 428: 425: 421: 415: 412: 410: 407: 405: 402: 400: 397: 394: 392: 389: 387: 384: 382: 379: 377: 374: 372: 369: 367: 364: 362: 359: 356: 354: 351: 348: 346: 343: 341: 338: 336: 333: 332: 330: 327: 323: 317: 314: 312: 309: 307: 304: 302: 299: 297: 294: 292: 289: 286: 285: 283: 279: 275: 268: 263: 261: 256: 254: 249: 248: 245: 239: 235: 230: 215: 214: 204: 200: 199: 196: 179: 175: 171: 170: 165: 162: 158: 157: 153: 149: 144: 141: 138: 134: 122: 105: 101: 97: 96: 88: 82: 77: 75: 72: 68: 67: 63: 60: 57: 54: 50: 45: 41: 35: 31: 27: 18: 17: 3008: 2967: 2942: 2868:programming. 2824:semidefinite 2807: 2740:Local search 2686:Edmonds–Karp 2642:Bellman–Ford 2412:minimization 2244:Gauss–Newton 2194:Quasi–Newton 2179:Trust region 2087:Optimization 2035: 2028: 1831:Formulations 1489:Formulations 1296:Formulations 837:Formulations 404:Xpress-Mosel 371:GNU MathProg 281:Data formats 257: 211: 167: 93: 40:WikiProjects 29: 3264:Game Theory 3049:Disjunctive 2922:dimensional 2843:posynomials 2760:Tabu search 2171:Convergence 2142:Line search 2017:LocalSolver 2013:OptaPlanner 1706:NLP-B&B 937:GLPK/GLPSOL 740:GLPK/GLPSOL 699:GLPK/GLPSOL 589:GLPK/GLPSOL 486:GLPK/GLPSOL 109:Mathematics 100:mathematics 59:Mathematics 3506:Categories 3079:Multilevel 3058:Fractional 3055:Factorable 3040:Continuous 2928:Heuristics 2591:algorithms 2099:heuristics 2091:Algorithms 1940:Xpress-SLP 1818:Xpress-SLP 1764:Xpress-SLP 1659:Xpress-SLP 1537:Algorithms 1393:Algorithms 1362:Xpress-SLP 1236:Xpress-SLP 1091:Algorithms 434:Algorithms 3130:NLP/MINLP 3097:Separable 3082:Nonlinear 3061:Geometric 2935:problems. 2847:monomials 2546:Paradigms 2445:quadratic 2162:Gradients 2124:Functions 1920:LINDO API 1609:LINDO API 1599:FilterSQP 1426:LINDO API 1347:LINDO API 1148:LINDO API 1036:LINDO API 952:LINDO API 873:LINDO API 755:LINDO API 677:Sulum NET 599:LINDO API 506:LINDO API 345:APMonitor 148:Computing 3124:SDP/SOCP 3067:Infinite 3046:Discrete 3034:Bilinear 3031:Biconvex 3028:Abstract 2906:discrete 2827:matrices 2777:Software 2654:Dijkstra 2485:exchange 2283:Hessians 2249:Gradient 1906:Minotaur 1902:MINLP_BB 1852:ANTIGONE 1847:AlphaECP 1808:AlphaECP 1718:MINLP_BB 1687:LANCELOT 1677:ALGENCAN 1557:ipfilter 1451:SCIP-SDP 1040:lp_solve 988:SYMPHONY 984:Sulum IP 956:lp_solve 877:lp_solve 824:SYMPHONY 784:Sulum IP 703:lp_solve 636:Sulum LP 603:lp_solve 481:GIPALS32 326:Modeling 183:Software 174:software 143:Software 30:template 3121:QP/MIQP 3118:LP/MILP 3070:Lattice 3064:Integer 3052:Dynamic 3009:Other: 2859:integer 2620:Kruskal 2610:Borůvka 2600:Minimum 2337:General 2095:methods 2006:solvers 1960:solvers 1882:FilMINT 1872:Couenne 1749:FilMINT 1682:GALAHAD 1639:PATHNLP 1530:solvers 1386:solvers 1327:GloMIQO 1083:solvers 980:SOPT-IP 780:SOPT-IP 717:B&C 686:B&B 632:SOPT-IP 541:SOPT-IP 426:solvers 3323:Misc. 3073:Linear 3043:Convex 2482:Basis- 2440:Linear 2410:Convex 2254:Mirror 2211:L-BFGS 2097:, and 1983:Gecode 1897:MILANO 1892:MIDACO 1887:KNITRO 1877:DICOPT 1867:Bonmin 1813:Bonmin 1790:DICOPT 1785:Bonmin 1754:KNITRO 1744:Bonmin 1713:Bonmin 1697:PENNON 1649:SQPlab 1629:NLPQLP 1619:LRAMBO 1604:KNITRO 1594:CONOPT 1576:MILANO 1566:KNITRO 1471:SeDuMi 1441:PENSDP 1421:Gurobi 1342:KNITRO 1332:Gurobi 1322:FortMP 1283:Gurobi 1278:FortMP 1216:KNITRO 1143:KNITRO 1133:Gurobi 1128:FortMP 1044:SAS/OR 1031:Gurobi 1026:FortMP 970:SAS/OR 947:KNITRO 942:Gurobi 932:FortMP 908:ABACUS 868:Gurobi 863:FortMP 805:ABACUS 770:SAS/OR 750:KNITRO 745:Gurobi 735:FortMP 694:FortMP 673:SAS/OR 627:SoPlex 622:SAS/OR 594:Gurobi 584:FortMP 536:SAS/OR 501:KNITRO 491:Gurobi 476:FortMP 409:YALMIP 391:OptimJ 361:CVXOPT 36:scale. 2898:data. 2681:Dinic 2589:Graph 1995:OscaR 1991:JaCoP 1973:Comet 1969:Choco 1935:SNOPT 1915:OQNLP 1910:MISQP 1862:BARON 1739:APOPT 1692:MINOS 1654:WORHP 1644:SNOPT 1634:NPSOL 1624:MISQP 1561:IPOPT 1553:BPOPT 1505:MOSEK 1466:SDPT3 1461:SDPLR 1436:MOSEK 1406:CPLEX 1337:MOSEK 1317:CPLEX 1273:CPLEX 1254:MINOS 1231:QPOPT 1226:MINOS 1221:LSSOL 1201:APOPT 1173:QPSOL 1158:MOSEK 1138:IPOPT 1123:CPLEX 1113:BPOPT 1108:BPMPD 1021:CPLEX 965:MOSEK 960:MINTO 927:CPLEX 858:CPLEX 765:MOSEK 760:MINTO 730:CPLEX 668:MOSEK 663:CPLEX 617:QSopt 612:MOSEK 607:MINOS 579:CPLEX 569:BDMLP 516:MOSEK 496:HOPDM 461:CPLEX 451:BPMPD 414:ZIMPL 395:PICOS 376:LINDO 353:Coopr 335:AIMMS 328:tools 301:OptML 28:This 3377:and 3164:and 3001:or 2930:and 2908:one. 2647:SPFA 2615:Prim 2209:and 1930:SCIP 1759:SCIP 1614:LOQO 1571:LOQO 1456:SDPA 1446:SCIP 1431:LOQO 1416:DSDP 1411:CSDP 1380:SOCP 1352:SCIP 1206:BQPD 1168:OOQP 1163:OOPS 1153:LOQO 1049:SCIP 975:SCIP 881:SCIP 819:SCIP 775:SCIP 526:OOQP 521:OOPS 511:LOQO 471:DSDP 466:CSDP 399:PuLP 366:GAMS 349:CMPL 340:AMPL 316:xMPS 306:OSiL 3332:... 3284:... 3156:... 2953:). 2881:it. 2577:cut 2442:and 1925:SBB 1857:AOA 1839:INT 1800:CPM 1780:AOA 1723:SBB 1669:ALM 1586:ASM 1545:IPM 1528:NLP 1497:INT 1384:SDP 1312:CBC 1304:INT 1246:ALM 1211:CLP 1193:ASM 1118:CLP 1100:IPM 1081:QCP 1016:CBC 1008:SOS 922:GCG 917:CBC 912:BCP 901:INT 853:CBC 814:GCG 809:BCP 798:BCP 725:CBC 655:NSM 574:CLP 531:PCx 456:CLP 443:IPM 386:MPL 381:OPL 357:CVX 311:sol 291:MPS 3508:: 2093:, 2089:: 1958:CP 1773:OA 1382:/ 1265:SM 1263:QP 1079:/ 1077:QP 1054:XA 993:XA 886:XA 845:SC 707:XA 640:XA 561:SM 546:XA 424:LP 296:nl 287:LP 146:: 3005:. 2991:. 2959:. 2943:f 2891:. 2808:f 2575:/ 2079:e 2072:t 2065:v 266:e 259:t 252:v 216:. 42::

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