FortMP

FortMP is a state of the art optimisation system designed to solve a wide range of well known optimisation problems including: Large Scale Linear, Variable Separable, Mixed integer, Quadratic, Quadratic Mixed Integer and Stochastic programming 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 Sparse Simplex (SSX) PRIMAL and DUAL algorithms. These are supplemented for large problems or QP problems by alternative Interior Point Method (IPM) algorithms (Barrier, Affine and Predictor-Corrector) based on the Primal-Dual Logarithmic Barrier Method. Mixed Integer Programming (MIP) problems (including SOS1 and SOS2) are solved using a Branch and Bound tree search algorithm.

The FortMP Library has now 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. It also has entries that make it convenient for use by C, C++ and Visual Basic systems, in addition to FORTRAN 77 and FORTRAN 90 systems. For Visual Basic the static library cannot be used.

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 Command, AMPL Studio, AMPL-COM, MPL and OptiMax2000, 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 in object form as a callable library. Source code can be made available.
• A range of applications can be constructed by calling various sub-routines from a main C or Fortran program.

Platforms

Supporting platforms

• MS Windows version: Windows 95, Windows NT, Windows 2000/XP
• MSDOS: Standalone AMPL
• Most variants of UNIX and Linux
  This new release offers the highest performance of modelling languages on the market today.
  Since we are constantly working on new releases of AMPL, please contact OptiRisk Systems for updated information.

Installation From Downloads

Download FortMPSetup.exe and run the file in your computer. Follow the online instruction to complete the installation.

From CD

Insert the CD into the CD ROM Drive. The setup program will start automatically. Follow the online instructions to complete the installation.

If auto start didn’t work then double click the FortMPSetup.exe in the CD.

Example of Use

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