COIN-OR 2008 Annual Report

This wiki page will be used to create a hard-copy 2008 Annual Report to be distributed at the INFORMS DC Meeting in October 2008. The annual reports serves a couple of purposes. It provides a much needed document of our progress for pursuing sponsorship (those chocolate coins aren't free, you know ;-) It also provides a snapshot of what's happening for potential members. So please, add any information you'd like the world to know about regarding your involvement in COIN-OR.


The COmputational INfrastructure for Operations Research (COIN-OR) is the premier web site devoted to open-source software for the operations research community. Hosted by INFORMS, the COIN-OR web site is home to more than two dozen application projects and a burgeoning community comprised of more than 2,000 subscriptions from more than 1,000 unique e-mail addresses. COIN-OR encourages new project contributions by providing an extensive set of tools and infrastructure support for collaborative project development. Since 2004, COIN-OR has been managed by the non-profit educational COIN-OR Foundation.

Reports from the SLB & TLC

  • SLB: Matthew Saltzman (President), Robert Fourer (Secretary), Ted Ralphs (Treasurer and TLC Rep), Mike Trick, Robin Lougee-Heimer, Lou Hafer, Kevin Furman. Our principal activities this year have been related to the legal requirements for projects and the conflict of interest policy for board members and officers. Some progress has been made on both fronts, but neither has reached a conclusion yet.

Reports from each SLB standing committee, which would be ...

  • Corporate Relations: Robin Lougee-Heimer (Chair), Bjarni Kristjansson, Randy Kiefer, Mike Trick. The Corporate Relations Committee oversees the corporate sponsorship and membership of the COIN-OR Foundation. As shown on, the 2008 corporate members are IBM, Schneider, and Maximal Software, and the corporate sponsors are GAMS, IBM, ILOG, INFORMS, Maximal Software, and Schneider. We thank these companies for their vital support and leadership in promoting open-source for OR. We continue to learn of corporations using COIN-OR in their research, operations, and products. The Corporate Relations Committee seeks volunteers to develop closer ties with our corporate community members. To volunteer, send a note to the current Chair at robinlh@…. Corporate Sponsorship is needed to sustain the growth of COIN-OR, as we look to expand the capacity of our server to provide greater and more reliable service.
  • Finance: Ted Ralphs (Treasurer and Chair), Brady Hunsaker. Foundation is on good financial footing, with a current balance of 11,818.99. 2007 receipts were $1390 from both corporate and individual donors against expenses of $536.14 primarily for costs associated with the INFORMS meeting. 2008 receipts as of 10/1 were $1121.00 against etimated expenses of $1500 based on previous year expenditures for tax filing and INFORMS Annual Meeting activities.

  • Legal Affairs: Ted Ralphs (Chair), Bob Fourer, Lou Hafer, Robin Lougee-Heimer, Matt Saltzman. Engaged SFLC to consult on legal standards. Work in progress.

  • Membership: Lou Hafer (Chair), Robin Lougee-Heimer, Brady Hunsaker. Membership has been laying low this year. Due to other commitments, the traditional Fall solicitation for Full Member nominations has been postponed. Members are encouraged to submit nominations at any time.
  • Outreach: Robin Lougee-Heimer (Chair), Bob Fourer, Bjarni Kristjansson, Brady Hunsaker, Matt Saltzman. The Outreach Committe is responsible for coordinated evangelism at COIN-OR. In 2008, we continued past traditions (e.g., the COIN-OR Cup and Annual Report) and experimented with new ideas (e.g.,Vendor Workshop). Participating in Outreach is an easy way to support COIN-OR, and can be as simple as sitting at the COIN-OR booth at a conference for a few minutes to share your personal experience, ordering the chocolate coins we give away, or presenting the "Intro to COIN-OR" materials at a meeting you're already attending. The Outreach Committee seeks new members to help us expand our reach and better reflect our diverse community. We welcome you to join us by sending a note to the current Chair at robinlh@…. The Outreach Committee Accomplishments in 2008 include the following.
    • Conferences
      • Thanks to the involvement of the Outreach Committee, COIN-OR had a presence at following meetings: 2008 INFORMS Annual Meeting (Washington, DC), CPAIOR 2008 (Paris, France), 2008 INFORMS Practice Meeting (Baltimore, MD), and the 2008 INFORM Optimization Society Meeting (Atlanta, Georgia). Talks related to COIN-OR projects were given by members of the community at many other conferences. We encourage members to post information about their talks (and other related events) on the COIN-OR Events Wiki at
    • 2008 Google Summer of Code
      • A first! In March of this year, the COIN-OR Foundation applied to be a Mentor Organization in Google's Summer of Code (GSoC) program -- thanks to the urgings of Sebastian Nowozin. The GSoC pays students to work on select open-source projects over the summer. Five people volunteered to be mentors (Joao Goncalves, Laszlo Ladanyi, Robin Lougee-heimer, Kipp Martin, Matthew Saltzman) and seven project ideas were proposed. While ultimately the Foundation was not selected in the highly competitive program, it was a valuable experience which we hope will be leveraged in a future GSoC application. For more on our effort, see
    • Workshop on Open-Source Software for Integer and Constraint Programming at CPAIOR08
      • A first! At the invitation of the CPAIOR2008 organizers, Robin Lougee-Heimer and Ionut Aron organized a 4-hour Workshop on Open-Source Software for Integer and Constraint Programming. Its immediate goals were twofold: 1) to give a more comprehensive description of the existing open source projects in the CP and IP communities, and 2) to encourage contributions. The long term goals were to foster collaboration between the two communities and encourage platforms through which software that integrates techniques from both fields can be openly developed, distributed, tested, and improved. The workshop consisted of six 30-min presentations and an hour-long panel discussion. For more information on the workshop, see
    • Open Source Software Tutorial at the INFORMS Practice Meeting
      • A first! At the invitation of 2008 INFORMS Practice Conference organizers, Brady Hunsaker gave a tutorial on Open Source Software and Operations Research. The room was packed with conference attendees who wanted to hear Brady lecture on OS & OR. For the tutorial abstract, see
    • COIN-OR Vendor Workshop at the 2008 INFORMS Annual Meeting
      • A first! Thanks to the efforts of Brad Bell, Kipp Martin, and Robin Lougee-Heimer, COIN-OR held its first "Vendor Workshop" in conjunction with the INFORMS Annual Meeting. The 3-hour interactive workshop was intended to be a "COIN-OR 101" introduction. As of September 16, 2008 just over a hundred people had registered for the workshop. For more on the workshop see
    • 2008 COIN-OR INFORMS Cup Competition
      • The tradition continues! The fourth annual COIN-OR INFORMS Cup Competition -- the “most coveted prize in computational OR” -- was held in conjunction with INFORMS Annual Meeting in Washington D.C. The Cup Chair, Brady Hunsaker, awarded in the cup in a ceremony on Monday, October 13, 2008. The 2008 COIN-OR Cup was sponsored by IBM. This marks the first year the Cup has a sponsor. For information on the winner, see
    • Open-Source Software Cluster at the 2008 INFORMS Annual Meeting
      • The tradition continues! At the invitation of the Computing Society, Joao Goncalves organized a sponsored cluster on open-source software for the INFORMS Annual Meeting in DC. The cluster consisted of the following twelve sessions and was jointly sponosored by the INFORMS Optimization Society.
        • Open-Source Cutting Planes and Heuristics, Chair: Robin Lougee-Heimer
        • Optimization Frameworks, Chair: William Hart
        • Using COIN-OR via GAMS, Chair: Stefan Vigerske
        • Open Optimization Modeling Systems, Chair: Robert Fourer
        • Open Source Trends, Chair: Joao Goncalves
        • Research Projects That Use Open Source Software, Lijian Chen
        • Open-Source Solutions for Real-World Problems, Chair: Matthew Saltzman
        • New Additions to Existing Projects in COIN-OR, Chair: Kipp Martin
        • Open Source Software for Optimization and Automatic Graph Drawing, Chair: Michael Juenger, Co-Chair: Carsten Gutwenger
        • Open Source Software for Nonlinear Optimization, Chair: Carl Laird
        • Open Source Software for Semidefinite Programming, Chair: Brian Borchers
        • Open Source Software for Optimization, Chair: Andrew Miller
    • COIN-OR Booth at 2008 INFORMS Annual Meeting
      • Once again, thanks to the generosity of INFORMS, COIN-OR had a booth in the Exhibit Area at the DC meeting in October. The booth effort was lead by Matthew Saltzman with help from Robin Lougee-Heimer. Besides giving away our signature chocolate "coins", the Foundation offers literature and one-on-one assistance to several thousand conference attendees. The booth is manned by volunteers from the community over the 4-day meeting.
    • Member and Users Meeting
      • The Annual Members and Users Meeting of the COIN-OR Foundation was organized by Bob Fourer and held on Monday, October 13, 2008 from 12:15 - 1:15PM at the Marriot Wardman Park Hotel in conjunction with the 2008 INFORMS Annual Meeting in Washington DC. The agenda for the meeting can be found at
    • Annual ORMS Today article
      • The tradition continues! On behalf of the Foundation, an annual summary article on COIN-OR written by Robin Lougee-Heimer appeared in the October Issue of ORMS Today. The text of the submitted article can be found on our website at The basis of the article is the Annual Report content that was collected by the time of the submission due date.
    • Annual Report
      • For the second year in a row, the Outreach Committee polled all sources in the community to create the most comprehensive report possible of COIN-OR activies. A wiki format was used to better distribute the workload and to allow community members to report in their own words. The drive for Annual Report content on the wiki was lead by Robin Lougee-Heimer. The nicely formatted version was created by Kevin Furman. Many thanks to all the committee chairs, project managers, and users who took the time to contribute their news and provide the community with this comprehensive snapshot of 2008 activity.
    • info@…
      • All emails sent to info@… are answered by Outreach Committee Members, Robin Lougee-Heimer and Matthew Saltzman. No statistics are currently being kept on the number of emails received.

  • Web (subcommittee of Outreach): Brady Hunsaker, Matt Saltzman. Plans are in place to upgrade Trac and Subversion to take advantage of significant new capabilities. The timeline for this upgrade has not been set, but should be by end of 2008. We are looking at deploying an open-source content management system--probably either Drupal or EZ-Publish. Testing will begin soon, with a target of moving to a CMS in Spring 2009.
  • Technical Leadership Council (TLC): Ted Ralphs (Chair), JP Fasano, Laci Ladanyi, Leo Lopes, Francois Margot, Kipp Martin,and Andreas Wächter. The TLC spent much of its time over the past year working on procedures for ensuring that the linked projects and others using the COIN build tools evolve together and continue to interoperate over time. Contributing to this effort were the further development of the CoinAll distribution (hosted as part the CoinBinary project) and the TestTools project, created to help test codes nightly on a wide variety of platforms. We have started to distribute binaries for several different platforms on a test basis and also have plans to create RPMs for distribution on the Linux platform. In July, we had our second annual Bug Squashing Party, improving the code base of the projects in CoinAll by scrubbing them for bugs, removing compiler warnings, and improving interoperability and portability. See for more details.

Project List

  • Bonmin, Basic Open-source Nonlinear Mixed INteger programming, an experimental C++ code for solving general mixed-integer nonlinear programming problems,
    • Pierre Bonami, pierre.bonami at lif dot univ-mrs dot fr
  • Branch-Cut-Price Framework, a parallel branch-cut-price framework,
    • Laszlo Ladanyi, ladanyi at us dot ibm dot com
  • BuildTools, Unix developer tools and documentation
    • Andreas Waechter, andreasw at watson dot ibm dot com
  • CoinMP, a Windows DLL solver with a C-API interface to COIN-OR LP, COIN-OR Branch and Cut, and the Cut Generation Library,
    • Bjarni Kristjansson, bjarni at maximalsoftware dot com
  • COIN-OR Binary Distributions, pre-compiled binary distributions of COIN-OR projects
    • Ted Ralphs, ted at lehigh dot edu
  • COIN-OR Branch and Cut, a library for creating branch and cut algorithms, which together with COIN-OR LP and the Cut Generation Library forms a stand-alone mixed-integer linear solver.
    • John Forrest, jjforre at
  • COIN-OR Graph Classes, a collection of network representations and algorithms
    • Phillip Walton, hpwalton at
  • COIN-OR LP, a linear program solver,
    • John Forrest, jjforre at
  • CoinUtils, COIN-OR utilities library,
    • Laszlo Ladanyi, ladanyi at us dot ibm dot com
  • CoinWeb, Web services for COIN-OR projects
    • <no pm listed>
  • CHiPPS, COIN-OR Open Parallel Search Framework
    • Ted Ralphs, tkralphs at lehigh dot edu
  • CppAD, a tool that computes derivatives of C++ algorithms
    • Brad Bell, bradbell at seanet dot com
  • CSDP, library for semidefinite programming
    • Brian Borchers borchers at nmt dot edu
  • Cut Generation Library, a collection of algorithms to generate cutting planes,
    • Robin Lougee-Heimer (robinlh at and Francois Margot (fmargot at
  • Derivative-Free Optimization, a package for solving general nonlinear optimization problems when derivatives are unavailable,
    • Katya Scheinberg
  • DyLP, an implementation of the dynamic simplex algorithm
    • Lou Hafer, lou@…
  • FLOPC++, an algebraic modeling language embedded in C++
    • Tim Hultberg, tim dot hultberg at eumetsat dot int
  • GAMSlinks, links between GAMS and open source solvers
    • Stefan Vigerske
  • IPOPT, an interior point algorithm for general large-scale nonlinear optimization,
    • Andreas Waechter, andreasw at watson dot ibm dot com
  • Lagrangian Global Optimizer, global optimization of nonconvex mixed-integer programs
    • Stefan Vigerske
  • MSVisualStudio, tools for building various COIN-OR projects using Microsoft Visual Studio compilers
  • Non-Linear Program Application Programming Interface, subroutine interface for defining and solving non-linear programming problems,
    • Michael Henderson
  • OBOE
    • nsawhney at
  • Open Solver Interface, a uniform subroutine interface for callable solver libraries,
    • Matthew Saltzman
  • Open Tabu Search, a Java framework for creating tabu search algorithms,
    • Rob Harder
  • OS, standards for representing optimization instances, results, solver options, and communication between clients and solvers in a distributed environment using Web Services
    • Kipp Martin, kipp.martin at chicagogsb dot edu and Jun Ma
  • Stochastic Modeling Interface, an interface for optimization under uncertainty,
    • Alan King, kingaj at us dot ibm dot com
  • SVM-QP, Support Vector Machine Quadratic Programming,
    • Katya Scheinberg
  • SYMPHONY, a callable library for solving mixed-integer linear programs,
    • Ted Ralphs, tkralphs at lehigh dot edu
  • TestTools, Python scripts to automatically download, configure, build, test, install, build binaries, and distribute binaries.
    • JP Fasano
  • Volume Algorithm, a generalization of the subgradient method which produces approximate primal solutions as well as dual solutions.
    • Francisco Barahona, barahon at us dot ibm dot com

The projects above reflect the interests of the individuals who have participated to date. The volunteers running COIN-OR and its projects continually strive to improve overall quality, documentation, ease of use, and robustness. The level of success in achieving these goals varies by project and depends on the support received from the community. New projects that reflect the broad interests and needs of the OR community, such as resources for visualization, data mining, simulation, constraint programming, statistics, forecasting, spreadsheets, and more, are welcome.

New Projects

The following projects have been published at in the past year. Many more projects are in the approval pipeline.

  1. TestTools: by JP Fasano (IBM), Kipp Martin (University of Chicago), and Stefan Vigerske (Humboldt University Berlin) was started in April 2008. The TestTools project provides Python scripts to automatically download, configure, build, test, and install COIN-OR projects.
    At the moment, these scripts are run to build 17 COIN-OR projects in approximately 17 configurations every night, thereby helping to identify new bugs as early as possible.
    The nightly build scripts are also used to build binaries of COIN-OR projects. These will be distributed via the CoinBinary project soon.

Projects in the Pipeline

Many projects are currently in the process of being approved for publication on COIN-OR. The Foundation does not publicize this list. Contributors who would like to announce their pending contributions are welcome to do so here. We look forward to working with you and seeing your projects available on COIN-OR soon.

  1. Couenne: by Pietro Belotti (Lehigh University), Andreas Waechter (IBM Corp.), Pierre Bonami (Universite de la Mediterranee), Jon Lee (IBM Corp.), and Francois Margot (Carnegie Mellon University). Couenne is a Branch-and-Bound algorithm for nonconvex Mixed-Integer Nonlinear Programming (MINLP) problems; its purpose is to find global optima of non-convex MINLPs, and it implements reformulation and convexification techniques to obtain valid lower bounds. It relies, among others, on the COIN-OR projects Ipopt, Cbc, Clp, and Cgl.
    Couenne is an experimental project currently available within Bonmin. Future developments include an API for building MINLP models and the convexification of more complex operators, such as quadratic expressions. Couenne has not gone through the acceptance process yet
  1. ABACUS: Not sure what's been happening with it, but it's definitely a new project.
  1. AMPL User-Defined Functions by Michael Chen (Northwestern Univ / IBM): A library of C programs that can be compiled into dlls that have the effect of adding functions to the AMPL modeling language. The initial version will include a large variety of functions from the GNU Scientific Library. This project is currently in the acceptance process.

Established Projects Evolve

Established projects continued to evolve thanks to many people in the user and developer communities.

In <Project name here>:

  • <news goes here -- alphabetical by project name.>

In Bonmin:

  • A new major release in on its way. The current stable version 0.99 is the candidate for becoming 1.0
  • New features includes: several flavors of strong branching, diving tree search strategies, an interface to the solver filterSQP.

In Cgc:

  • Project manager Philip Walton has joined JB Hunt's Engineering Services department. He was prohibited by his previous employer from contributing to COIN-OR and is looking forward to getting back to COIN-OR again. (Welcome Back, Philip!)


  • Released version 1.0 of ALPS, and version 0.9 of both BiCePS and BLIS.

In Cbc:

  • New and better heuristics - feasibility pump has been improved and we now have RINS and Diving heuristics.
  • Many small improvements to Cbc and linkages to Clp and CoinUtils?
  • Better performance with default settings.

In Clp:

  • Clp has had stability improvements and several obscure bugs have been fixed thanks to our active community. Many improvements have been made to improve performance when used with a Branch and Cut solver.

In CoinBinary: CoinAll? had release 1.1 and we started distributing binaries for a number of platforms on a test basis.

In CoinUtils:

  • Francisco Barahona is writing a simpler LU factorization. It is faster than the original factorization for problems with less than 200 rows and should be ready by the end of August 2008.
  • CoinUtils? performance has been improved when used with a Branch and Cut solver.

In CppAD:

  • CppAD is now available from Fedora and Redhat systems using the yum / rmp installer.
  • The CppAD speed tests have been reorganized so it is now easy to add new tests and packages. Currently the following AD packages are included: Adolc, Cppad, Fadbad, and Sacado.
  • The CppAD source was made more standard conforming (as required by version 4 of gcc).
  • A graph coloring algorithm was used to reduce the work computing sparse Jacobians and Hessians.
  • The example class ipopt_cppad_nlp was added as an aid in using CppAD to compute derivatives for an Ipopt problem.
  • See whats new for 2007 and 2008 for more details.


In Cgl:

  • Significant improvement in speed in CglProbing and improvements in CglPreProcess
  • CglFlowCoverCut improvements in correctness and speed.


  • A book of Derivative Free Optimization has been submitted for publication by Katya Scheinberg, Andrew Conn, and Luis Vicente, and is expected out by the beginning of 2009. A new C++ version of DFO is in the works and should be coming out sometime in 2009.

In FlopCpp:

  • Michal Kaut and Alan King contributed a stochastic FlopCpp model to Smi that demonstrates classes that integrate FlopCpp with Smi. The objective is twofold: to use FlopCpp binaries to construct distributed subproblems in decomposition solver, and to serve as a demonstration project for modeling languages.

In GAMSlinks:

  • An interface to the Optimization Services project had been added. GAMS/OS allows to translate GAMS models into OSiL instances, to solve them locally or remotely, and to write the result into a GAMS solution file.
  • A GAMS interface to the MIP solver of the Branch-Cut-and-Price framework SCIP from Zuse Institute Berlin has been added. SCIP can use CLP as LP subsolver. SCIP is freely available for academic use.
  • The Cbc, Bonmin, and SCIP interfaces have been extended to support the GAMS Branch-and-Cut-and-Heuristic Facility (BCH). BCH allows a GAMS user to develop their own, often problem-specific, cut and heuristic callbacks in the GAMS model space without having intimate knowledge of the underlying solver.
  • Many smaller changes and bugfixes round up the new release 0.4 of this project.

In Ipopt:

  • A Java interface to Ipopt was added by Rafael de Pelegrini Soares (VRTech Industrial Technologies)
  • Ipopt can now dynamically load the (commercial) linear solvers HSL and Pardiso at runtime (thanks to Stefan Vigerske of Humboldt University Berlin and GAMS)

In MSVisualStudio:

  • The MSVisualStudio Project was deprecated. The solution and project files for building with MS Visual Studio have been moved to their respective projects.

In Open Tabu Search:

  • Universities and companies around the world continue to use OpenTS to aid in developing their own Tabu Search algorithms.
  • The project manager's employer has sent him for a PhD, and he is hopeful that he will be able to restart development to add more features to OpenTS.

In Optimization Services

  • Added support for the mixed-integer nonlinear solver Bonmin
  • Added a feature that allows linear, integer, and quadratic models to be built in MATLAB and call COIN-OR solvers using OS
  • Integrated Cgl better into the project to allow for stronger integer programming formulations

In Smi:

  • Michal Kaut (Molde University) and Alan King are working on classes to integrate Smi model construction with FlopCpp (see above).
  • Viktar Zviarovich (Brunell University) contributed a BLOCK INDEPENDENT functionality for the SMPS file reading capability (thanks Viktar!).


  • Many improvements in the generic MILP solver.

User Reports

One of COIN-OR’s lofty goals is to accelerate the adoption of state-of-the-art models, algorithms, and computational research. The following new-user reports, listed in alphabetical order of the contributor, indicate continuing progress.

  • Mahdi Namazifar, University of Wisconsin - Madison PMaP; A Parallel Macro Partitioning Framework[1]. PMaP is a parallel framework for solving mixed integer programming problems. In a Master-Worker framework, PMaP tries to partition the feasible region of the to sub-problems using primal heuristics cuts (RINS, LP-and-Fix, Local Branching, etc). At the master processor, PMaP cuts off a part of the feasible region by adding one of these cuts and each sub-problem which is generated this way is taken care of by a worker processor. By adding the complement of the cut to the master processor, PMaP makes sure that the jobs of different worker processors do not overlap. All the processors broadcast the solution whenever they find one so that all the processors have the same cutoff value and feasible solutions. This framework is implemented for high-performance computing systems using COIN-Cbc and is running on the Datastar machine at the San Diego Supercomputer Center (SDSC). Being open-source and also one of the fastest MIP solvers, COIN-Cbc was a great option for the purpose of PMaP framework. We should also have this in mind that due to licensing issues, using commercial solvers on high-performance computing systems is not practical; because one might want to run the code on hundreds of processors and having hundreds of licenses is not easily possible. PMaP project is still under progress and hopefully it will be publicly available shortly. [1] Mahdi Namazifar and Andrew Miller, A Parallel Macro Partitioning Framework for Solving Mixed Integer Programs, Proceedings of the Fifth International Conference on Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems (CPAIOR), May 2008, Paris, France.
  • N. Aguilera and P. Morin, Universidad Nacional del Litoral and Consejo Nacional de Investigaciones Cientificas y Tecnicas, Argentina N. Aguilera and P. Morin have been using CSDP to approximate (continuous) optimization problems where there is a convexity constraint on the function, using a finite differences method. The paper, accepted for publication in Numerische Mathematik, is available at One of the problems we found is that CSDP is somewhat slower than other software using sparse techniques for the problems we considered.

  • Gleb Belov, Technische Universitaet Dresden. The Cutting and Packing Group of Dresden University ( uses Clp in special implementations of branch&cut&price algorithms. See, e.g., the following paper: Gleb Belov, Guntram Scheithauer, C. Alves, J.M. Valério de Carvalho. Gomory Cuts from a Position-Indexed Formulation of 1D Stock Cutting. Intelligent Decision Support, A. Bortfeldt, J. Homberger, H. Kopfer, G. Pankratz, R. Strangmeier (Eds.) Gabler-Verlag, 2008. Applications using Cbc are being tested.
  • Jakob Puchinger, G12 group, NICTA, University of Melbourne. G12 is a software platform for solving large scale industrial combinatorial optimisation problems ( Among others, we provide interfaces to several COIN-OR and other solvers using OSI. A current overview of our system as well as experiments with many different solvers can be found in the paper: R. Becket, S. Brand, M. Brown, G.J. Duck, T. Feydy, J. Fischer, J. Huang, K. Marriott, N. Nethercote, J. Puchinger, R. Rafeh, P.J. Stuckey, and M.G. Wallace. The Many Roads Leading to Rome: Solving Zinc Models by Various Solvers. ModRef'08: 7th International Workshop on Constraint Modelling and Reformulation 2008.
  • Trevon Fuller, David Morton, and Sahotra Sarkar, University of Texas at Austin. We used SMI to solve a two-stage stochastic program to design conservation areas to protect polar bears and endangered duck species in a region of Arctic Alaska that predicted to experience temperature increases due to climate change. This work was published this year in the journal Biological Conservation.
  • Kipp Martin, University of Chicago Graduate School of Business. I used COIN-OR in two classes. In "Advanced Topics in Optimization, " Ph.D. students and masters students download the free Microsoft Visual Studio Express. I made up a Visual Studio project file that links to the various COIN-OR solver libraries. Students were able to build and solve models of real size rather than toy problems. . In "Applications Development Using VBA," masters students used Excel and VBA to build the model, but then called COIN-OR solvers either locally or on my server.
  • Haluk Akin (Research Assistant), University of Central Florida. I used COIN-OR in a benchmark comparison against CPLEX and LPSOLVE to test the reliability and performance of open-source software against proprietary software. The results will be presented in INFORMS 2008.
  • JAFULLER, Union Pacfic Railroad. The Decision Technologies Group at Union Pacific Railroad is using FlopC++ and CBC to develop realtime dispatching components and strategic material supply solutions. AMPL and CBC are being used for proof-of-concept work in areas like car scheduling and for data envelopment analysis of network throughput.
  • Krish Krishnan, reported in Aug 2008 on the IPOPT list. I have just successfully completed a massive project where I build a portfolio optimizer which interfaces with SQL server, accepts user intervention and uses IPopt for the actual optimization. Currently I uses a universe of 500 securities but there is no limit. The idea here is to maximize a utility function which is quadratic subject to linear constraints. In a few tests (more to be conducted) the problem is solved in as few as 15 iterations even when the starting point is very imprecise. At present I deal only with a long portfolio, but plan to optimize long-short portfolios too. The project took me about two months start to finish, and I am not even a programmer! (When I did my Ph.D, we worked on VAX 11s and I learnt c++ on my own in the late eighties :)). I am extremely pleased with the design and functioning of the Ipopt code. Many thanks to all of you for answering my usually silly questions. Once the user interface is ready, I will try to upload screenshots.
  • Cristiana Bragalli; Claudia D'Ambrosio; Jon Lee; Andrea Lodi; Paolo Toth. These authors used Bonmin in their research paper, titled "Water Network Design by MINLP." Abstract: We propose a solution method for a water-network optimization problem using a nonconvex continuous NLP (nonlinear programming) relaxation and a MINLP (mixed integer nonlinear programming) search. Our approach employs a relatively simple and accurate model that pays some attention to the requirements of the solvers that we employ. Our view is that in doing so, with the goal of calculating only good feasible solutions, complicated algorithmics can be confined to the MINLP solver. We report successful computational experience using available open-source MINLP software on problems from the literature and on difficult real-world instances. Paper available here
  • Matteo Fischetti successfully used CBC for benchmarking TURNI, an award-winning crew scheduling software package
  • Klaas Eggert and Marc Steinbach, Institut f¨ur Angewandte Mathematik, Leibniz Universit¨at Hannover, examined real-life problems, which arise from operative planing in supply water management over a finite horizon. These problems are typically large nonlinear network problems with a special structure. They modeled the problem in GAMS and solved it with different available solvers. In particular they compared the performance of IPOPT to other state-of-the-art optimization codes. These computational experiences showed that IPOPT performs at least as effective as the commercial nonlinear solvers.
  • GAMS. For an ORMS advertisement, GAMS did a benchmark CLP 2004 vs. CLP 2008 (and also GLPK and IPOPT). Further, quality assurance tests of COIN-OR solvers linked to GAMS (Bonmin, Cbc, and Ipopt) and nightly builds of COIN-OR projects on GAMS machines give feedback to the COIN-OR community that helps to find and fix several bugs.
  • PICO. Jonathan Eckstein, Bill Hart, Cynthia Phillips, and Jean-Paul Watson continue to use OSI, CLP, and CGL to develop their PICO PICO parallel integer programming optimizer. PICO is being actively used for a variety of applications at Sandia National Laboratories. For example, Sandia and the U.S. Environmental Protection Agency are using PICO to develop optimal sensor placements for water security applications. This application was a finalist for the 2008 INFORMS Edelman competition.
  • PuLP-or: Stuart Mitchell has updated code originally written by Jean-Sebastien Roy that provides a python module that can be used to model math programs. PuLP uses CoinMP as its default solver and is currently being considered for entry into COIN-OR. A wiki was written by Antony Philips to help users begin to code with PuLP . Stuart Mitchell uses PuLP for research and consulting.
  • Eric Anderson, Systems Laboratory, University of Colorado dept. of Computer Science: Our group is using COIN-OR software to look at MINLP optimization decomposition strategies for scheduling in wireless networking. The problems we face are basically large integer linear programs, but have small mixed-integer quadratic components. BCP has been invaluable because we need a level of flexibility that's not present in any off-the-shelf tools, but we lack the sophistication (not to mention desire) to create an efficient branch and cut system from scratch.
Last modified 12 years ago Last modified on Jan 7, 2009 6:34:31 PM