FortMP
From NEOS
FortMP has been widely deployed to solve many management science and operational research problems. In its basic configuration, FortMP is suitable for Linear, and Mixed Integer Programming, but it is also available in extended configurations for (Integer) Quadratic Programming, and Stochastic Programming. The full systems is also available as a parallel computational platform.
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Description
FortMP is a state of the art optimisation system designed to solve a wide range of well known optimisation problems including:
- Large Scale Linear Programming problems
- Variable Separable Programming problems including special ordered sets of type 1 and type 2 (SOS1 and SOS2)
- Mixed integer programming problems with zero-one as well as general integer variables.
FortMP has been succesfully deployed in a number of Transportation, Scheduling, Chemical Engineering Product Blending, Economic Modelling, Energy Systems and Networks, Industrial Scheduling Applications (among others) involving Linear or Discrete optimisation.
Computational Algorithms
FortMP incorporates a suite of well known solution algorithms that have been carefully designed taking into consideration underlying data structures and modular processing components such that different features can interact well with each other. Research and development of the underlying algorithms started in the mid eighties. However, the computational algorithms and the software system have been constantly kept up to date with the developments that continue to take place in this field.
- Linear programming problems are processed by sparse simplex (SSX) with both PRIMAL and DUAL variants. An interior point method (IPM) algorithm is also included which uses the PRIMAL-DUAL Logarithmic barrier method with predictor-corrector extensions. A powerful basis recovery (cross over) algorithm combines the speed of the IPM solution with the warm restart property of the SSX.
- Mixed integer programs are solved by applying a branch and bound tree search method. By incorporating up to date cutting plane methods and integer preprocessing techniques the MIP solver engine is kept highly competitive and effective in solving discrete optimisation problems. The mixed integer programming feature can run under a single or multiple distributed memory parallel processors and performance can be tuned for both these platforms.
Connection to Modelling Systems
The solver is connected to two of the optimisation industry's leading modelling systems MPL and AMPL which ensures rapid prototyping of powerful analyst and decision support applications. The seamless connection is also available with the OptiMax2000 callable library and ensures that users can create powerful, customised applications from within spreadsheets, Visual Basic, or other RAD environments.
Using FortMP on NEOS Server
FortMP solver available at NEOS accepts problems written in MPS format. Additionally a file with SPECS commands controlling different algorithmic settings can be provided with submissions. Detailed syntax of SPECS commands is described in the FortMP Manual.
Embedding
FortMP is also available as a callable library that makes it easy to carry out optimisation based application development with an embedded solver. The library is callable both from C and from Fortran user programs.
Advantages
- Modular Design, finely tuned for Serial or Parallel platforms.
- Can be embedded within other software environments.
- Available in object form as a callable library. Source code can be made available.
- A range of applications can be constructed by calling various sub-routines from a main C or Fortran program.
Platforms
- DOS, Win9x/NT
- Most variants of UNIX and Linux
Contact
For more information on FortMP and other products from OptiRisk Systems please contact:
UNICOM R&D House
One Oxford Road
Uxbridge
Middlesex
UB9 4DA
United Kingdom
Telephone: +44 (0)1895 819 483/488
Fax: +44 (0)1895 813 095
Email: software@optirisk-systems.com
