Info obout MATH-PROGRAMS (=mathematical programming)

jpb at szooek.slu.se jpb at szooek.slu.se
Tue May 30 10:53:29 EST 1995


rarntz at ing.udec.CL (Rodrigo Arntz S.) wrote:
>
>     I need any information about MATHEMATICAL PROGRAMMING 
> SOFTWARE like: 
>   
>         - names of the software (if one could find like shareware) 
>         - where one could acquire the software 
>         - cost of the software 
>         - existent manuals 
>         - that type of problems of mathematical code resolves 
>         - evaluations of the software (Who it is better of all)  
>   
>         I know of the existence of 2 programs of this type: the "Lindo"
> (a easy version of using) and the "Gams 386 v2.25" (enough not very
> friendly and only run in 386 machines), both for DOS. 
>   
>         Exist any version of the "Gams" for Windows , or any program 
> from mathematical programming friendly ??? 
>   
> please send email   
> from already, thank you 
> 
>                         	Rodrigo Arntz S
>                        	 	rarntz at canelo.ing.udec.cl
>                         	Student of Engineering Civ. Industrial
> 				University of Concepcion
> 				CHILE / SOUTH AMERICA

Don't get your hopes up about "friendly" mathematical programming
programs!  However, at least one is not too bad...

I've looked into several programs for mathematical programming, and
although I can't recall all the names now, the two best were SAS 
(expensive, not very easy unless you already know SAS, but very 
powerful), and Lindo (several versions, all good).  I was
disappointed with most of the public domain programs I evaluated 
(usually bad documentation, or hard to use).  When I was looking
around (ca 2 years ago), neither Mathematica nor Mathlab nor 
MathCad could do non-linear programming (although some of their tech
support staff insisted they could -- however, it turns out that
they thought that I meant linear regression!).  Mathematical
programming is quite another kettle of fish...  To my knowledge, 
none of these other programs can yet do mathematical programming.

Both Quattro Pro and Excel 5 can do some linear programming, and 
they might be OK if you have problems of quite low dimensionality.
SAS, Gino and Lindo can handle problems of much higher dimensionality
than my feeble brain can construct!

I'd advise you to buy the Lindo version for students (it is very
cheap, quite powerful, and about as easy to use as any mathematical 
programming software can be!).  The company sells different versions
of the software for problems of various sizes (also for computers
with and without math co-processors).  However, even the student
version can handle quite large problems and solve them very quickly
(whomever wrote them really spent some time optimizing the fortran
code!).

	If any of the constraints or objective functions of your
problems are non-linear, then I'd heartily recommend GINO (General
Non-linear Optimizer) by the same people who make Lindo (address is
Lindo Systems in Chicago, IL, USA).  Non-linear mathematical
programming is not for the faint of heart  ;-)  but GINO is
the best I've found for non-linear programming.  Make sure that
you test for local optima as the manual shows!  Both GINO and Lindo
are very fast too.  Lindo's tech support is great as well.


John P. Ball

(no affiliation with LINDO or SAS, just a satisfied customer of both)





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