Testing environment for optimization and linear algebra solvers. The package includes a collection of test problems, along with Fortran 77, Fortran 90/95 and Matlab tools intended to help developers design, compare and improve new and existing solvers.
Minimizes the maximum of a set of smooth objective functions subject to general smooth constraints. Includes algorithm and problem descriptions, references, and pricing information. Free for academic use.
Modules for random number generation, plotting, sorting, ranking, combinatorics, network optimization, and optimization. Written in FWEB by Aleksandar Donev.
Initializes a random sample of individuals with different parameters to be optimized using the genetic algorithm approach -- evolution via survival of the fittest. By David Carroll.