mathematical optimization library for Java --- free or open source recommendations? [closed]

Asked 27/9, 2008 at 4:52 Answered 9/5, 2013 at 15:47

Solved mathematical-optimization linear-programming cplex gurobi convex-optimization

Does anyone know of such a library that performs mathematical optimization (linear programming, convex optimization, or more general types of problems)? I'm looking for something like MATLAB, but with the ability to handle larger problems. Do I have to write my own implementations, or buy one of those commercial products (CPLEX and the like)?

Astrobiology answered 27/9, 2008 at 4:52 Comment(0)

A good answer is dependent on what you mean by "convex" and "more general" If you are trying to solve large or challenging linear or convex-quadratic optimization problems (especially with a discrete component to them), then it's hard to beat the main commercial solvers, gurobi, cplex and Dash unless money is a big issue for you. They all have clean JNI interfaces and are available on most major platforms.

The coin-or project has several optimizers and have a project for JNI interface. It is totally free (EPL license), but will take more work to set-up and probably not give you the same performance.

Director answered 28/9, 2008 at 18:22 Comment(0)

There is a linear optimization tool called lpsolve. It's written in C (I think) but comes with a Java/JNI wrapper (API is not very OO but it does the job). It's pretty easy to use and I have had it running quite happily and stably in a live system for the last year.

Palladio answered 28/9, 2008 at 15:23 Comment(0)

OptaPlanner (Java, open source, ASL) can handle large problems and doesn't have an constraint type limitations (such as linear vs convex).

Cowboy answered 13/4, 2012 at 11:47 Comment(4)

These concepts are gaining lot of traction in the recent days. It would be great to know if there are there any new set of libraries or APIs in this area in java. – Sheply 13/6, 2017 at 16:44

Yes, there's Choco, jacop, jsprit, etc. OptaPlanner is by far the most downloaded one afaik (I am biased though). The recently released version 7.0 targets Java 8 & 9 (lamba's etc). – Cowboy 15/6, 2017 at 17:42

Do OptaPlanner guarantee optimality? – Casein 26/8, 2020 at 13:47

No (unless branch and bound is used), but it finds the best solution (a near optimal one) in the time you have available (more is better), especially when scaling out. An optimal solution that takes years to find is useless. Perfect is the enemy of good. – Cowboy 26/8, 2020 at 14:58

You may try JOptimizer, open source and suitable for general convex optimization problems (linear programming, quadratic programming, qcqp, cone programming, semidefinite programming, ect

Angers answered 13/12, 2012 at 15:24 Comment(0)

You may want to look at JScience, it looks pretty complete. (Mathematical structures, linear algebra solving, etc.)

Yentai answered 27/9, 2008 at 5:7 Comment(2)

Thanks for your answer. Unfortunately JScience stops short of actually implementing optimization algorithms. – Astrobiology 27/9, 2008 at 5:13

lol............. – Colony 4/8, 2017 at 12:17

IPOPT has an interface for Java. You may also be able to adapt the APMonitor modeling language for Java. I develop this platform so I'll be glad to work with someone if they'd like to create a new interface to Java. It already has a Python API and MATLAB interface and includes solvers such as IPOPT, APOPT, BPOPT, and others that can handle large-scale systems.

Choke answered 9/5, 2013 at 15:47 Comment(0)

Look into AMPL. The basic edition is free, but it costs money for larger problems. You don't pay for the language; you pay for solvers. It is also possible to upload your code and have it run on their servers.

Almaalmaata answered 27/9, 2008 at 17:18 Comment(0)

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