RBFOpt is a library written in Python for black-box (also known as derivative-free) optimization. It is a global solver that requires zero-order information — just function values, not even gradients! RBFOpt is aimed at finding the global minimum in a small number of function evaluations, which is particularly useful when each function evaluation requires an expensive computation, e.g., a time-consuming computer simulation.
Rehearse is an algebraic modeling library in C++, that has been added to the COIN-OR repository. It works in a very similar way to the equivalent proprietary ILOG Concert © library.
The INFORMS Impact Prize recognises an individual or team whose contributions have had a widespread impact on the practice of operations research. With great pride, the COIN-OR Strategic Leadership Board extends its congratulations to nine of the pioneers of COIN-OR, Brenda Dietrich, JP Fasano, Lou Hafer, John Forrest, Brady Hunsaker, Laszlo Ladanyi, Robin Lougee, Ted Ralphs, and Matthew Saltzman, the recipients of the 2014 INFORMS Impact Prize.
In its citation, the Impact Prize Award Committee writes: The Computational Infrastructure for Operations Research (COIN-OR) is an initiative to spur the development of open-source software for the operations research community in order to accelerate the adoption and the evolution of computational operations research. COIN-OR provides development tools, distribution, standards, licensing information, and other infrastructure needed to facilitate and nurture open, community-driven software.
The COIN-OR initiative was launched at the 2000 International Symposium on Mathematical Programming as a three-year experiment by IBM Research. In 2004, a dedicated nonprofit corporation was formed to take over the successful and growing initiative. In the fourteen years of its existence, COIN-OR has grown from its initial offerings of four software projects, to more than fifty projects spanning much of computational operations research. COIN-OR has influenced every aspect of operations research: research, practice, education, community, and outreach.
Software supported by COIN-OR has been an essential part of hundreds of peer-reviewed research papers and is embedded in dozens of software systems, including the most widely used environments for performing analytics in practice. People use COIN-OR software every day to implement advanced operations research solutions to important problems. Through its on-line, in-person, and print activities, COIN-OR has been educating the operations research world about OR software and the potential of open source.
Thousands of people have been involved with COIN-OR; over 1400 people subscribe to one or more COIN-OR mailing lists today. COIN-OR is the result of the collaboration of many people over many years, but there are key individuals whose significant early contributions and leadership distinguish them. We recognize the individuals who launched COIN-OR at IBM Research, where the initiative was conceived and grew over the first four years to a successful community repository, and the individuals who incorporated the non-profit COIN-OR Foundation, Inc., where the initiative has thrived and continues to grow today. For their pivotal role in the creation and wide-spread adoption of COIN-OR, INFORMS is pleased to award the 2014 Impact Prize to Brenda Dietrich, JP Fasano, John Forrest, Lou Hafer, Brady Hunsaker, Laszlo Ladanyi, Robin Lougee, Ted Ralphs, and Matthew Saltzman.
The INFORMS Impact Prize recognises nine individuals. Without diminishing the well-deserved recognition given to the recipients, the Board would also like to extend its congratulations to all the members of the COIN-OR community. The COIN-OR initiative would not have been so successful without all those individuals who have contributed their time, expertise and software to support our endeavors, and all those users who have spurred us on to greater effort with their valuable feedback. The Board takes this opportunity to recognise the accomplishments of our community over the past decade. We look forward to the accomplishments we know will come in the future.
qpOASES is an open-source C++ implementation of the recently proposed online active set strategy for solving quadratic programming (QP) problems. It has several theoretical features that make it particularly suited for model predictive control (MPC) applications. Further numerical modifications have made qpOASES a reliable QP solver, even when tackling semi-definite, ill-posed or degenerated QP problems. Moreover, several interfaces to third-party software make the code easy-to-use. qpOASES has been under development since 2007 and has proven useful in numerous real-world applications and industrial projects.
The JuMP Team announced the release of JuMP 0.5, an open-source algebraic modeling language in Julia, now with support for algebraic modeling of nonlinear problems using Ipopt with a familiar scalar-based syntax similar to AMPL and GAMS. JuMP can efficiently compute sparse Jacobians and Hessians for large-scale problems using reverse-mode automatic differentiation coupled with Julia’s powerful just-in-time compilation abilities to generate and compile specialized matrix generators at runtime, all in memory. For example code, see the documentation.
Benoit Chachuat announced a new project in COIN-OR: MC++ provides an implementation of various methods for computing bounds for factorable functions, in the form of convex/concave relaxations, Taylor models, or spectral bounds. A main objective in developing MC++ has been to make the bounds computation as simple and natural as possible, similar to existing interval arithmetic libraries. This way, MC++ can be quite useful for the fast prototyping and testing of new algorithms and ideas in global or robust optimization. See the MC++ project page for more information.
The Smi (Stochastic Modeling Interface) has the capability to assemble stochastic linear programs based on scenario trees. Alan King announced that quadratic programming has recently been added to the Smi capabilities. The current stable version 0.94 includes interfaces for constructing a quadratic stochastic program using the core problem / stochastic data paradigm. The unit test contains a use case.
The winners of the 2013 COIN-OR Cup are Miles Lubin, Julian Hall, Cosmin Petra, and Mihai Anitescu for a parallel, distributed-memory simplex implementation for large-scale block-angular LPs, motivated by energy applications of two-stage stochastic programming. At the core of the implementation is specialized linear algebra for factorizing and solving linear systems with the simplex basis matrix at each iteration. COIN-OR libraries, in particular the CoinFactorization class of the CoinUtils package, were a foundation for their implementation.
In addition to ranking highly on the stated criteria of effective use and impact, this submission stood out to the judges for its close alignment with the interests of the COIN-OR originators. The judges also were impressed that the submitters were looking so deeply into the CoinFactorization code. This is an especially difficult task given the provenance of this part of COIN.