Comparison of optimization software
- Comparison of optimization software
-
The following tables provide a comparison of optimization software libraries, either specialized or general purpose libraries with significant optimization coverage.
|
Language |
Latest stable version |
Academic/noncommercial
use is free |
Can be used in
proprietary aps |
License |
Notes |
| ALGLIB |
C++, C#, FreePascal, VBA |
3.0.0 / 10.2010 |
Yes |
Yes |
Dual (Commercial, GPL) |
General purpose library, includes optimization package. |
| GNU Scientific Library |
C |
1.14 / 03.2010 |
Yes |
No |
GPL |
Free library provided by GNU project. |
| GNU Linear Programming Kit |
C |
4.44 / 06.2010 |
Yes |
No |
GPL |
Free library for linear programming (LP) and mixed integer programming (MIP). |
| IMSL Numerical Libraries |
C, Java, C#, Fortran, Python |
many components |
No |
Yes |
Proprietary |
|
| MKL |
C++, Fortran |
10.2 |
No |
Yes |
Proprietary |
Numerical library from Intel. MKL is specialized on linear algebra,
but contains some optimization-related functionality. |
| NAG Numerical Libraries |
C, Fortran |
2009 |
No |
Yes |
Proprietary |
|
| NMath |
C# |
4.1 / 08.2010 |
No |
Yes |
Proprietary |
C# numerical library built on top of MKL. |
| SciPy |
Python |
0.8.0 / 2010 |
Yes |
Yes |
BSD |
General purpose numerical library from Enthought. |
Wikimedia Foundation.
2010.
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