| ABACUS - A Branch And CUt System |
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ABACUS is a library that supports implementation of branch-and-bound algorithms using linear programming relaxations that can be complemented with the dynamic generation of cutting planes or columns. Available for Unix and NT (Apr 1998)
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| ATOM - Advanced Tool for Options Modeling |
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ATOM is a free option pricer for Windows with advanced features such as quasi-Monte Carlo simulation with antithetic variables and quadratic re-sampling techniques.This program originated as a set of C++ classes (Feb 2003)
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| lp_solve - Mixed Integer Linear Program solver |
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lp_solve is a standalone Mixed Integer Linear Program solver with complete source code in C. Problems are input via an LP input language. Supports MS-DOS and Unix. (Apr 1998)
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| Operations Research Software Links |
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The Operations Research and Mathematical Optimization - Software page contains dozens of links to freeware O.R. libraries and tools (Apr 1998)
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| SoPlex - Sequential O-O simplex class library |
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The Sequential Object-oriented sim PLEX class library is a C++ library of primal and dual simplex algorithms for solving linear programming problems. Includes linear algebra classes (regular and sparse) (Dec 2001)
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| Books about Operations Research | | A complete list of books on Operations Research available through Amazon.COM |