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  2. Quadratic programming - Wikipedia

    en.wikipedia.org/wiki/Quadratic_programming

    Popular solver with an API (C, C++, Java, .Net, Python, Matlab and R). Free for academics. Excel Solver Function: A nonlinear solver adjusted to spreadsheets in which function evaluations are based on the recalculating cells. Basic version available as a standard add-on for Excel. GAMS: A high-level modeling system for mathematical optimization ...

  3. Linear programming - Wikipedia

    en.wikipedia.org/wiki/Linear_programming

    API to MATLAB and Python. Solve example Linear Programming (LP) problems through MATLAB, Python, or a web-interface. CPLEX: Popular solver with an API for several programming languages, and also has a modelling language and works with AIMMS, AMPL, GAMS, MPL, OpenOpt, OPL Development Studio, and TOMLAB. Free for academic use. Excel Solver Function

  4. Reduced cost - Wikipedia

    en.wikipedia.org/wiki/Reduced_cost

    Given a system minimize subject to ,, the reduced cost vector can be computed as , where is the dual cost vector. It follows directly that for a minimization problem, any non- basic variables at their lower bounds with strictly negative reduced costs are eligible to enter that basis, while any basic variables must have a reduced cost that is ...

  5. SolverStudio - Wikipedia

    en.wikipedia.org/wiki/SolverStudio

    SolverStudio is a free Excel plug-in developed at the University of Auckland [1] that supports optimization and simulation modelling in a spreadsheet using an algebraic modeling language. It is popular in education, [ 2 ] the public sector [ 3 ] and industry for optimization users because it uses industry-standard modelling languages and is ...

  6. Comparison of numerical-analysis software - Wikipedia

    en.wikipedia.org/wiki/Comparison_of_numerical...

    Cost License Notes ADMB: David Fournier, ADMB Project 1989 1990 13.1 December 23, 2022: Free BSD 3-clause (aka new) Automatic differentiation makes it well suited to complex minimization problems Analytica: Lumina Decision Systems 1982 (Demos) 4.6 May 2015: Free (Analytica Free 101), $995 (professional), $2795 (enterprise) Proprietary

  7. Dynamic lot-size model - Wikipedia

    en.wikipedia.org/wiki/Dynamic_lot-size_model

    We have available a forecast of product demand d t over a relevant time horizon t=1,2,...,N (for example we might know how many widgets will be needed each week for the next 52 weeks). There is a setup cost s t incurred for each order and there is an inventory holding cost i t per item per period ( s t and i t can also vary with time if desired).

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  9. Quadratically constrained quadratic program - Wikipedia

    en.wikipedia.org/wiki/Quadratically_constrained...

    Popular solver with an API for several programming languages. Free for academics. MOSEK: A solver for large scale optimization with API for several languages (C++, java, .net, Matlab and python) TOMLAB: Supports global optimization, integer programming, all types of least squares, linear, quadratic and unconstrained programming for MATLAB.

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