FortMP

FortMP
Developer(s) OptiRisk Systems
Stable release
3.2
Development status Active
Platform Cross-platform
Type Operations Research Tool, Numerical Software
License Proprietary
Website FortMP home page

FortMP is a software package for solving large-scale optimization problems. It solves linear programming problems, quadratic programming problems and mixed integer programming problems (both linear and quadratic). Its robustness has been explored and published in the Mathematical Programming journal.[1] FortMP is available as a standalone executable that accepts input in MPS format and as a library with interfaces in C and Fortran. It is also supported in the AMPL modeling system.

The main algorithms implemented in FortMP are the primal and dual simplex algorithms using sparse matrices. These are supplemented for large problems and quadratic programming problems by interior point methods. Mixed integer programming problems are solved using branch and bound algorithm.

References

  1. Neumaier, Arnold; Oleg Shcherbina (March 2004). "Safe bounds in linear and mixed-integer linear programming" (PDF). Mathematical Programming. Berlin: Springer-Verlag. 99 (2): 283–296. doi:10.1007/s10107-003-0433-3. ISSN 0025-5610.


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