MINOS (optimization software)

MINOS is a Fortran software package for solving linear and nonlinear mathematical optimization problems. MINOS (Modular In-core Nonlinear Optimization System) may be used for linear programming, quadratic programming, and more general objective functions and constraints, and for finding a feasible point for a set of linear or nonlinear equalities and inequalities.[1]

MINOS was first developed by Bruce Murtagh and Michael Saunders, mostly at the Systems Optimization Laboratory in the Department of Operations Research at Stanford University.[2] In 1985, Saunders was awarded the inaugural Orchard-Hays prize [3] by the Mathematical Programming Society (now the Mathematical Optimization Society) for his work on MINOS. Despite being one of the first general-purpose constrained optimization solvers to emerge, the package remains heavily used. MINOS is supported in the AIMMS, AMPL, APMonitor, GAMS, and TOMLAB modeling systems. In addition, it remains one of the top-used solvers on the NEOS Server[4][5] and in GAMS.[6]

  1. ^ B.A. Murtagh, M.A. Saunders (2003). "MINOS 5.51 User's Guide" (PDF).
  2. ^ B.A. Murtagh, M.A. Saunders (1978). "Large-scale linearly constrained optimization" (PDF). Mathematical Programming. 14: 41–72. doi:10.1007/BF01588950. S2CID 38638809.
  3. ^ Beale-Orchard-Hays Prize winners
  4. ^ NEOS Server
  5. ^ Saunders, Michael (2013). Optimization Algorithms and Software at SOL (PDF).
  6. ^ GAMS/MINOS Solver guide