Optimization Software Class Libraries

Abstract

Many decision problems in business and engineering may be formulated as optimization problems. Optimization problems in practice are diverse, often complex and evolve over time, so one requires both ready-to-use optimization software packages and optimization software libraries, which provide more or less adaptable building blocks for application-specific software systems.

To provide a context for the other chapters in the book, it is useful to briefly survey optimization software. A general classification provides a distinction between callable packages, numerical libraries, and component libraries. In this introductory chapter, we discuss some general aspects of corresponding libraries and give an overview of available libraries, which provide reusable functionality with respect to different optimization methodologies. To allow for wider applicability we devote little attention to problem-specific software so we can focus the exposition on general approaches.