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Coin-Or: An Open-Source Library for Optimization

  • Matthew J. Saltzman
Part of the Advances in Computational Economics book series (AICE, volume 18)

Abstract

Optimization models and algorithms are important tools for modeling and solving a wide variety of problems in finance and economics.

COIN-OR is an initiative to promote open-source software to the operations research community. One goal of the initiative is to provide open-source software tools for a variety of optimization problems. This paper describes the current components of the COIN-OR library, with particular attention to the integrated component collection for mixed-integer programming: the Open Solver Interface, the Cut Generator Library, and the Branch-Cut-Price Framework. An outline of the next generation of these components, currently under development, is also presented.

The open-source model of software distribution has recently been successfully applied in several segments of the software industry. Open source offers significant advantages for disseminating the results of algorithmic research and development. We describe the principal tenets of the open-source movement and explain the benefits of open development and community contribution to the evolution of the COIN-OR library.

Keywords:

optimization open source mathematical programming 

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Copyright information

© Springer Science+Business Media Dordrecht 2002

Authors and Affiliations

  • Matthew J. Saltzman
    • 1
  1. 1.Clemson UniversityClemsonUSA

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