For my Optimization class (ISyE 524), we are currently utilizing a software called “GAMS”. It’s older, but seems to be pretty effective in running (and perhaps more importantly, tweaking) optimization models. That said, I find the capability to pull large data sets to be limited.
Does anyone have an optimization specific software they like to use that has strong connectivity to an existing data base?
One software I have used is called “AMPL”. Throughout the class we answered complicated Linear and Integer programming problems through this software. This was my first semester using the software and it was straightforward and easy to understand.
I know that 524 has utilized a language known as julia in the past which functions pretty similarly. It is pretty much designed for the purpose of linear programming, I haven’t personally worked in it but I have heard it is quite intuitive.
I can second Julia as a useful optimization tool. You can actually use it for a variety of different problem types, not just LP, and the language has a feel very similar to Matlab and Python. My biggest complaint using it so far is that there just isn’t a ton of documentation online, yet, as it’s still a relatively new. Additionally, every once in a while I’ve run into a bug, but most are minor and can be resolved. Overall, it’s a pretty good, free way to work on optimization problems.