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Mathematical Programming

"In a mathematical programming (or optimisation) problem, one seeks to minimize or maximize a real function of real or integer variables, subject to constraints on the variables. The term mathematical programming refers to the study of these problems: their mathematical properties, the development and implementation of algorithms to solve these problems, and the application of these algorithms to real world problems. Note in particular the word "programming" does not specifically refer to computer programming. In fact, the term "mathematical programming" was coined before the word "programming" became closely associated with computer software. This confusion is sometimes avoided by using the term optimisation as an approximate synonym for mathematical programming."

Mathematical Optimisation Society

ojAlgo contains LP (Linear Programming), QP (Quadratic Programming) and MIP (Mixed Integer Programming) solvers:

There's also a simple framework to model problems using standardised expressions as well as the ability to read MPS (Mathematical Programming System) files.

 

The ojAlgo LP/QP/MIP solvers are designed for when you need a pure Java solver for a smaller/simpler problem. Today the best commercial solvers (typically not written i Java) are very capable. ojAlgo can not compete with them. On the other hand, in many cases, a commercial solver is total overkill. There's a huge set of use cases where something like ojAlgo is a better choice.

The ojAlgo solvers have been around for years - particularly the QP solver. It dates back to the very beginning of ojAlgo 10 years ago. ojAlgo is extensively tested. Among the current test cases the only thing that doesn't work is semi continuous variables in MPS files/models. (This feature simply isn't supported at the moment.)

The Mixed Integer Problem Library (MIPLIB) maintains a collection of reference MIP problems. Among these a problem is considered "easy" if a commercial solver can solve it in less than 1 hour, and some problems are not yet solved by any solver. ojAlgo can solve several cases from that collection, but it typically takes longer than 1 hour. If you need to solve problems of this caliber you probably should get one the commercial solvers, but in many other cases ojAlgo will do just fine.


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