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

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)?

Solution 1:

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.

Solution 2:

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.

Solution 3:

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

Solution 4:

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