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1998 Nonlinear Programming Software Survey 
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Product Publisher Derivative Calculation Tools Other Techniques
AIMMS Paragon Decision Technology B.V. y Other solvers for Linear and Mixed Integer programming are available through AIMMS.
CONOPT ARKI Consulting & Development A/S No Extensive preprocessing and model checking; special options for square systems and recursive models; Model revision and update techniques are available.
CONOPT for AMPL Compass Modeling Solutions — AMPL
DFNLP K. Schittkowski y DFNLP solves least squares and related data-fitting problems
DOC/DOT Vanderplants R&D Inc. y Discrete variables, response surface approximating
FANPAC/NLP Aptech Systems Inc. n GARCH, ARIMA, time series analysis
GRG2 Optimal Methods Inc. n Automatic scaling
GRG2 for AMPL and AMPL Plus Compass Modeling Solutions — AMPL
IMSL Libraries Visual Numetrics n Quadratic programming, Quasi-Newton methods, linearly constrained optimization, nonlinear least squares, linear programming
INTPT Optimal Methods Inc. n Automatic scaling
LANCELOT P. Toint n Derivative checker
LGO, for Continuous Global Optimization Pinter Consulting Services n/a User's guide, input file templates, automatic output file generation, visualization (problem views in subspaces)Interactive and automatic usage of LGO are both supported; de
LINGO LINDO Systems Inc. n Warm start capabilities
LSGRG for AMPL and AMPL Plus Compass Modeling Solutions — AMPL
LSGRG2 Optimal Methods Inc. n Automatic scaling
LSSOL Stanford Business Software — Solves a range of dense LP and QP problems; warm starts
Mathcad MathSoft Inc. y Linear and quadratic solvers and optimizers; differential equation solvers; extensive library of numeric and symbolic math techniques.
Microsoft Excel 97 - Solver Microsoft Corporation y Branch & Bound method for nonlinear integer problems
MINOS for AMPL Compass Modeling Solutions — AMPL
MINOS 5.5 Stanford Business Software — Basis saving, warm starts, in-core problem modifications finite
NAG C Library Numerical Algorithms Group n Linear Programming, Quadratic Programming, Mixed Integer LP/QP, Least Squares
NAG Fortran Library Numerical Algorithms Group n Linear Programming, Quadratic Programming, Mixed Integer LP/QP, Least Squares
NLPQL K. Schittkowski y Reverse communication, scaling, BFGS or Newton updates, handling of very many constraints
NPSOL 5.0 Stanford Business Software — Warm starts, finite differencing for gradients if needed.
Optimal Engineer� Transpower Corporation y Handles linear and geo-etric programming as subset of nonlinear programming. Includes 75 solved problems.
Premium Solver Platform for Excel Frontline Systems Inc. y Branch & Bound method for integer nonlinear problems; IIS finder for infeasible nonlinear problems; algorithmic aids for finding the global optimum.
Premium Solver, Premium Solver Plus for Excel Frontline Systems Inc. y Branch & Bound method for integer nonlinear problems; IIS finder for infeasible nonlinear problems
SAS Software SAS Institute Inc. y Double dogleg, linear complementarity, quadratic active set, Nelder-Mead simplex, Levenberg-Marquardt, hybrid quasi-Newton
SCIENTIST for Windows MicroMath Research y, Transparent to user —
SLP/GRG Optimal Methods Inc. n Automatic scaling
SOCS and NLPSPR Boeing Co. y Sparse optimal control, with automatic mesh refinement
Solver DLL V3.0, Solver DLL Plus Frontline Systems Inc. y Branch & Bound method for integer nonlinear problems; IIS finder for infeasible nonlinear problems
Solver for Lotus 1-2-3 97/98 Frontline Systems Inc. y Branch & Bound method for nonlinear integer problems
SOPT-CP SAITECH Inc. y Mixed-integer programming, heuristics
SQP Optimal Methods Inc. n Automatic scaling
What's Best! LINDO Systems Inc. n Warm start capabilities
XPRESS Barrier QP Solver Dash Associates Ltd. n/a Linear programming
X Solver 2.0 Exatech Corporation n —

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