GNU Scientific Libraries for randon number generators, linear algebra, FFT, special functions, etc

To know how to use the

gsl-config

More information at GSL homepage.

General information

IBM ILOG CPLEX Optimizer’s mathematical optimization technology enables smarter decision-making for efficient resource utilization. CPLEX provides robust algorithms for demanding problems: IBM ILOG CPLEX Optimizer has solved problems with millions of constraints and variables. 12.6.3 version.

Features

• Automatic and dynamic algorithm parameter control
  IBM ILOG CPLEX Optimizer automatically determines “smart” settings for a wide range of algorithm parameters, usually resulting in optimal linear programming solution performance. However, for a more hands-on approach, dozens of parameters may be manually adjusted, including algorithmic strategy controls, output information controls, optimization duration limits, and numerical tolerances.
• Fast, automatic restarts from an advanced basis
  Large problems can be modified, and then solved again in a fraction of the original solution time.
• A variety of problem modification options, such as:
  – The ability to add and delete variables
  – The ability to add and delete constraints
  – The ability to modify objective, right-hand side, bound and matrix coefficients
  – The ability to change constraint types
• A wide variety of input/output options, such as:
  – Problem files: read/write MPS files, IBM ILOG CPLEX Optimizer LP files, MPS basis and revise files, binary problem/basis files
  – Log files: session information and various solution reports
  – Solution files: ASCII and binary solution files
  – IBM ILOG CPLEX Optimizer messages: Each message type (such as RESULTS, WARNINGS or ERRORS) can be directed to specified files, or completely suppressed.
• Post solution information and analysis, including:
  – Objective function value
  – Solution variable and slack values
  – Constraint dual values (shadow prices)
  – Variable reduced costs
  – Right-hand side, objective function, and bound sensitivity ranges
  – Basic variables and constraints
  – Solution infeasibilities (if any exist)
  – Iteration/node count, solution time, process data
  – Infeasibility (IIS) finder for diagnosing problem infeasibilities
  – Feasibility optimizer for automatic correction of infeasible models

How to use

To use CPLEX execute:

/software/bin/cplex/cplex

Benchmark

There is a small benchmark usingCOIN-OR, see [intlink id=”5224″ type=”post”]COIN-OR web page[/intlink].

More information

CPLEX web page.

General information

1.7.5 version. The Computational Infrastructure for Operations Research (COIN-OR**, or simply COIN) project is an initiative to spur the development of open-source software for the operations research community. It has been konpiled using [intlink id=”5240″ type=”post”]CPLEX[/intlink].

How to use

The blis, cbc, clp, OSSolverService and symphony executables are installed in /software/bin/CoinAll. To use, for example, clp execute in the torque scripts:

/software/bin/CoinAll/clp

More information

Coin-or home page.

General information

Version 7.9 (2009b) in the opteron nodes and 7.12 (2010a) in the Xeon nodes. Mathematical program that includes  high-level technical computing language and interactive environment for algorithm development, data visualization, data analysis, and numeric computation.

How to use

Intereactively (with graphical interface):

Matlab is only available for Opteron and Xeon so have to be used interactively from Guinness or Maiz. The graphical interface can be executed with:

matlab

In the queue system

Add the following line in the Torque scripts

/software/bin/matlab < input_file > output_file

where input_file is the file with the matlab commands and output_file is the standar output file name.

With old versions we have had problems with .m files with more than 169 lines. If this happens call your .m program from another small .m program.

To submit the calculation to the nodes add the xeon or the opteron label to submit the calculation to these kink of nodes. In addition, we only have licences to use 2 nodes, so we have the “matlab” special queue to manage them. You must use it. Therefore, your script must contain

#PBS -q matlab
#PBS -l nodes=1:ppn=1:xeon

or for the opteron nodes:

#PBS -q matlab
#PBS -l nodes=1:ppn=1:opteron

Benchmarks

Some [intlink id=”606″ type=”post”]benchmarks[/intlink] have been realized comparing [intlink id=”612″ type=”post”]Octave[/intlink], [intlink id=”606″ type=”post”]Scilab[/intlink] y Matlab.

Toolboxes

Ezyfit tool box is installed.

Optimization tool box is installed.

Statistics tool box is installed.

More information

Matlab home page.

Online documentation.