open source optimization software

A Multi-Reference Relaxation Enforced Neighborhood Search Heuristic in SCIP

  • Suresh Bolusani
  • Gioni Mexi
  • Mathieu Besançon
  • Mark Turner
    • Categories (Mixed) Integer Linear Programming, Branch and Cut Algorithms, Optimization Software and Modeling Systems Tags , , ,

    This paper proposes and evaluates a Multi-Reference Relaxation Enforced Neighborhood Search (MRENS) heuristic within the SCIP solver. This study marks the first integration and evaluation of MRENS in a full-fledged MILP solver, specifically coupled with the recently-introduced Lagromory separator for generating multiple reference solutions. Computational experiments on the MIPLIB 2017 benchmark set show that MRENS, … Read more

    CasADi – A software framework for nonlinear optimization and optimal control

  • J A E Andersson
  • Moritz Diehl
  • J B Rawlings
  • J Gillis
  • G Horn
    • Categories Modeling Languages and Systems, Systems governed by Differential Equations Optimization Tags , ,

    We present CasADi, an open-source software framework for numerical optimization. CasADi is a general-purpose tool that can be used to model and solve optimization problems with a large degree of flexibility, larger than what is associated with popular algebraic modeling languages such as AMPL, GAMS, JuMP or Pyomo. Of special interest are problems constrained by … Read more