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FortMP


FortMP is a state of the art optimisation system designed to solve a wide range of well known classes of mathematical programming problems including large-scale linear, variable separable, mixed integer, quadratic and quadratic mixed integer problems.

The robustness of our FortMP solver has been explored and published in the Mathematical Programming Journal (page 5, 4th paragraph, second sentence). Please click the following link to view the journal.

FortMPSolver - Mathematical Programming Journal

The main algorithms used by FortMP are the primal and dual simplex algorithms with sparse matrices. These are supplemented for large problems and quadratic programming (QP) problems by interior point algorithms (barrier, affine and predictor-corrector) based on the primal-dual logarithmic barrier method. Mixed integer programming (MIP) problems including problems with special ordered sets of type 1 and 2 are solved using a branch and bound tree search algorithm.

FortMP is available as a stand-alone program or as a static library. In the latest releases the library has been extended specifically to assist the solution of QP and QMIP problems and to be used in the Windows environment either as a static library or as a DLL. The DLL version facilitates usage of FortMP from a variety of languages including C, C++ and .Net languages. Additionally there is an implementation of COIN-OR Open Solver Interface for the FortMP solver. FortMP is supported in the AMPL modelling system through the AFortMP driver.

In the FortMP manual (with extensions) there is given a full description of the original FortMP system – principally for users of the stand-alone FortMP program. This document describes the most important library entries, with particular reference to DLL use.

The library establishes a structure of scalar variables and arrays, referred to as the ‘External Data Interface’ in which the users specify a problem to be solved. The structure is passed as parameter arguments in the calls that solve a problem. Calls are available both to solve a problem stated in the external data interface form and to load a problem from an input data file to this form. Input data files may be in standard MPS (extended) layout or in a free-form equivalent.

Key Features

  • Works seamlessly with modelling systems like AMPL, AMPL Studio, AMPL COM, and is available in a variety of formats and platforms.
  • Modular Design, finely tuned for Serial or Parallel platforms.
  • Can be embedded within other software environments.
  • Available as a static library for all supported platforms and as a Windows DLL. Source code can be made available.

Platforms

Supporting platforms

  • MS Windows version: Windows 95, Windows NT, Windows 2000/XP
  • Most variants of UNIX and Linux

Since we are constantly working on new releases of FortMP, please contact OptiRisk Systems for updated information.

Example of Use

To see the FortMP Executable Example of Use please click here.