Optimization

CUDA

CUDA, (the Compute Unified Device Architecture), is a parallel computing platform and programming model created by NVIDIA and implemented by the graphics processing units (GPUs) that they produce. CUDA gives program developers direct access to the virtual instruction set and memory of the parallel computational elements in CUDA GPUs.

Anaconda

Python is a high level programming language that aims to combine remarkable power with very clear syntax. Anaconda is a free cross-platform Python distribution from Continuum Analytics. It comes built in with various scientific Python packages such as NumPy, SciPy, Pandas, Matplotlib, Numba, etc.

Enthought Canopy Python Distribution

Python is a high level programming language that aims to combine remarkable power with very clear syntax. The Enthought Python Distribution is a cross-platform environment for scientific computing in Python, and includes the Canopy IDE and package manager. MSI has installed an academic-licensed version that includes hundreds of modules, including tools that enable efficient parallel computations.

Allinea MAP

Allinea MAPis a profiler for serial and parallel applications written in C, C++, FORTRAN 77, Fortran 90. It supports multiple parallel programming paradigms including MPI, and OpenMP.

AMPL, KNITRO, CPLEX, and SNOPT

This software was discontinued on MSI systems as of January 8, 2016.

 

AMPL/KNITRO is  a large, sparse, linear and nonlinear programming solver and a general purpose solver for nonlinear optimization. It is designed to handle large problems and is effective for solving linear, quadratic, and nonlinear smooth optimization problems, both convex and nonconvex. SNOPT is highly effective for problems with a nonlinear objective function and large numbers of sparse linear constraints.

R

R is a language and environment for statistical computing and graphics. R provides a wide variety of statistical (linear and nonlinear modelling, classical statistical tests, time-series analysis, classification, clustering, ...) and graphical techniques, and is highly extensible. The S language is often the vehicle of choice for research in statistical methodology, and R provides an Open Source route to participation in that activity.