1.微软Excel的规划求解模块

微软Excel的规划求解模块来自frontline solver,求解问题的规模是受限制的,通常是200个决策变量、100个约束变量。

 

1.1加载Excel的规划求解模块

https://support.microsoft.com/zh-cn/office/%E5%8A%A0%E8%BD%BD%E8%A7%84%E5%88%92%E6%B1%82%E8%A7%A3%E5%8A%A0%E8%BD%BD%E9%A1%B9excel-612926fc-d53b-46b4-872c-e24772f078ca

1.2使用Excel的规划求解模块

https://support.microsoft.com/zh-cn/office/%E8%BF%90%E7%94%A8-%E8%A7%84%E5%88%92%E6%B1%82%E8%A7%A3-%E5%AE%9A%E4%B9%89%E5%B9%B6%E6%B1%82%E8%A7%A3%E9%97%AE%E9%A2%98-5d1a388f-079d-43ac-a7eb-f63e45925040

 

2.Frontline solver

微软Excel的规划求解模块来自frontline solver,商业版的frontline solver可以解决更大规模的问题:

  • Analytic Solver Upgrade 可以最多求解最多2,000决策变量的线性问题、500 variables 决策变量的非线性问题,价格是995美元
  • Analytic Solver Optimization 可以最多求解最多 8,000 决策变量的问题,价格是1995美元
  • Solver engines 求解问题的规模几乎没有限制,不同版本价格存在差异,在3000到10795美元之间

https://www.solver.com/ 

 

3.what's best

what's best来自lindo公司,该公司著名的运筹学(管理科学软件)是lindo 和lingo,价格在245美元到12495美元之间,功能最强的版本(extended)求解问题的规模是没有限制的。

https://lindo.com/index.php/products/what-sbest-and-excel-optimization

https://www.lindo.com/index.php/news/informs-o-r-and-analytics-student-team-competitors/research-license-for-wb 

中文简介:http://www.lindochina.com/wb01.html

商业版价格表:https://lindo.com/prices/CommercialPrices.pdf

教育版价格表:https://lindo.com/prices/EduPrices.pdf

 

4.OpenSolver

OpenSolver是一个开源的工具、完全免费,但是求解问题的规模没有限制。OpenSolver由新西兰奥克兰大学工程科学系(Engineering Science department, University of Auckland)的Andrew Mason及学生开发、维护;最近的开发由麻省理工学院的Jack Dunn提供。

https://opensolver.org/

 


5.其它开源的solver

运筹学(管理科学)软件AMPL提供了资源列表:开源的求解工具solver

https://ampl.com/products/solvers/open-source/

Linear solvers

These solvers all handle linear optimization problems in both continuous and integer variables. Their performance is not at the level of analogous commercial solvers, but can be competitive for problems that are not too large or difficult.

CBC 2.10.5 — from COIN-OR under the Eclipse Public License; available as source code and binaries for
32-bit Linux64-bit LinuxOS X32-bit Windows and 64-bit Windows.

GLPK — from the GNU Project under the GNU General Public License; available as source code. Includes an open-source subset of AMPL features.

HiGHS — from GitHub under the MIT License; available as source code and as binaries from our Download Portal.

lp_solve — from SourceForge under the GNU Library General Public License; available as source code and binaries.

Nonlinear solvers

The solvers in this category seek solutions to problems involving smooth nonlinear functions such as powers, logs, and ratios. They differ in the algorithms that they offer, and hence in their effectiveness for different problem types. Due to the difficulty of nonlinear optimization, these solvers are effective with smaller problems than their linear counterparts.

Ipopt 3.12.13 — from COIN-OR under the Eclipse Public License; available as source code and binaries for 32-bit Linux64-bit LinuxOS X32-bit Windows and 64-bit Windows. Finds locally optimal solutions to continuous nonlinear problems, using an interior-point method.

Bonmin 1.8.8 — from COIN-OR under the Eclipse Public License; available as source code and binaries for 32-bit Linux64-bit LinuxOS X32-bit Windows and 64-bit Windows. Finds globally optimal solutions to convex nonlinear problems in continuous and discrete variables, and may be applied heuristically to nonconvex problems.

Couenne 0.5.8 — from COIN-OR under the Eclipse Public License; available as source code and binaries for 32-bit Linux64-bit LinuxOS X32-bit Windows and 64-bit Windows. Finds globally optimal solutions to nonlinear problems in continuous and discrete variables, regardless of convexity.

Constraint programming solvers

These solvers handle constraint programming problems usually in discrete variables. They support a wide variety of constraint types that may contain nonlinear and logical expressions. Constraint programming solvers can be more efficient than MIP solvers for some kinds of combinatorial optimization problems.

Gecode — under the MIT license; available as source code and binaries for 32-bit Linux64-bit LinuxOS X32-bit Windows and 64-bit Windows.

JaCoP — under the GNU Affero General Public License; available as source code and binaries for 32-bit Linux64-bit LinuxOS X32-bit Windows and 64-bit Windows.

NEOS solvers

The kestrel program allows using remote NEOS solvers with AMPL running on your local machine. Invoked in the same way as other AMPL solvers, Kestrel sends the problem to a solver running on one of the NEOS Server’s remote computers. The results from the NEOS Server are eventually returned through Kestrel to AMPL, where you can view and manipulate them locally in the usual way. Thus you get all the benefits of using AMPL environment, without having to first obtain and install each solver you want to try. Kestrel is provided free of charge and available for download from the Run AMPL on NEOS page. It is also included in all the demo packages.