Solvers and Scripting (programming) Languages
| Name | Brief info |
|---|---|
| AMPL | |
| CPLEX | Popular solver with an API for several programming languages. Free for academics. |
| Gurobi | Solver with parallel algorithms for large-scale linear programs, quadratic programs and mixed-integer programs. Free for academic use. |
| JOptimizer | open source java library for convex optimization |
| MOSEK | A solver for large scale optimization with API for several languages (C++,java,.net, Matlab and python) |
| OPTI Toolbox | Free MATLAB Toolbox for solving linear, nonlinear, continuous and discrete optimization problems.
See the OPTI QCQP Examples page for several examples. |
| TOMLAB | Supports global optimization, integer programming, all types of least squares, linear, quadratic and unconstrained programming for MATLAB. TOMLAB supports solvers like Gurobi, CPLEX, SNOPT and KNITRO. |
Read more about this topic: Quadratically Constrained Quadratic Program
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