Free (or nearly-free) software for OR

This page is not actively maintained and has only occasionally been updated since 2005 when it was compiled by Alistair Clark to whom suggestions & corrections can still be emailed.

                                                                                                             

Data Envelopment Analysis

Frontier Analyst for performance measurement (Free demo/student version) 

EMS - Efficiency Measurement System,

 

Forecasting

Neural networks forecasting (regression & classification), including public domain software, and open source codes. Free CD with source codes & demos of commercial software.
 

General OR

JavaScript E-labs learning objects for decision making.

OR methods web-interface (open-source under the GPL license).

OR Web-Enhanced Courses.

 

Mathematical Programming

AMPL - a mathematical programming language with the  Cplex and Minos solvers (free student version for not-large problems).

AIMMS - a mathematical programming language and modelling system (free fully-functional academic license (including CPLEX and GUROBI), free restricted student license (also containing the solvers), and a free time-limited trial license.

GLPK - Gnu LP kit, for solving linear programmes and mixed integer programmes.

HOPDM for solving large scale linear, convex quadratic and convex nonlinear programming problems.

Lindo for mathematical programming modelling & optimisation (free student download).

NEOS server optimisation solvers.

OPL - Optimisation Programming Language (free student download).

Xpress-IVE  - mathematical programming language and solver. (Free student version).

Symphony - Branch Cut and Price Software

Open Solver Interface (OSI) is a uniform API (Application Program Interface) for calling math programming solvers

 

COIN-OR - COmputational INfrastructure for Operations Research

CLP - LP code (callable library of primal and dual Simplex solvers, and a barrier method)

CBC - Branch-and-Cut code (flexible callable library that works with any OSI capable solver. in particular CLP)

CGL -  Cut Generator library (includes some standard cuts, requires an OSI capable solver such as CLP)

DFO  (a Fortran package for solving small-scale general nonlinear optimization problems with non-differentiable objective functions that are costly to evaluate)

DYLP  (dynamic simplex algorithm flexible research code that continuously modifies the active constraint system)

IPOPT - Interior Point OPTimizer (implements an interior point algorithm for nonlinear, nonconvex, constrained optimization problems.)

NLPAPI - Nonlinear Programming API (a subroutine interface for defining and solving nonlinear programming problems)

 

Metaheuristics

Stochastic Local Search implementations and codes.

Ant Colony Optimization public software.

OTS - Tabu Search optimizer

 

Multi-Criteria Decision Making

DISC and PPP.

VIP (Variable Interdependent Parameters) Analysis.

 

Queues

QtsPlus (Excel-based).

QtsPlus4Calc  (Calc OpenOffice version of QtsPlus).

 

Soft OR

Compendium for collective sense-making and group memory.

Decision Explorer for ideas mapping & strategy) (Free demo/student version).

STRAD (Statregic Choice approach for developmental decision making) £120 reduced price for academic users in developing countries

 

Simulation

Simul8 simulation software, available at very low cost to poorer countries and for free to appropriate PhD students.

 

Spreadsheets

Calc Open Office spreadsheet (Windows & Linux). See also Porting Excel-VBA to Calc and some sample code.

Linux’s Gnumeric and KSpread spreadsheets.

Critical path analysis spreadsheet models.

 

Others

Google Scholar to search specifically for scholarly literature, including papers, theses, books, preprints, abstracts and technical reports.

Borland’s free command-line  C++ Compiler v5.5 (Windows).

G95 free Fortran compiler.