Rapid and reliable large-scale optimization with the solver developed by Stanford Business Software.
"Stanford-Business-Software" is a collection of industry-standard high-performance solvers designed to solve complex mathematical optimization problems such as linear programming (LP), nonlinear programming (NLP), and quadratic programming (QP) quickly and reliably. 【Lineup】 ■MINOS ■SNOPT ■NPSOL ■LSSOL ■QPOPT ■DNOPT 【Features】 ■Fast optimization of large-scale linear/nonlinear/quadratic programming problems ■Flexible algorithm design accommodating sparse and dense matrices ■Robust convergence and high numerical stability ■Automatic numerical approximation of gradients for objective functions and constraints *For more details, please refer to the PDF document or feel free to contact us.
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【Other Features (Excerpt)】 ■ Ordered constraint handling (such as active set methods) that contributes to improving the accuracy of local optimal solutions ■ Support for solver warm starts (reuse of initial solutions and basis information) ■ Library format callable from Fortran/C/C++/MATLAB/Python ■ Integration with major modeling languages such as AMPL, GAMS, and AIMMS ■ Support for nonlinear and constrained least squares problems and optimal design ■ Flexible control with rich options for error handling and progress output *For more details, please refer to the PDF document or feel free to contact us.
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For more details, please refer to the PDF document or feel free to contact us.
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