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Mathematical Programming

"In a mathematical optimization (or programming) problem, one seeks to minimize or maximize a real function of real or integer variables, subject to constraints on the variables. The term mathematical optimization refers to the study of these problems: their mathematical properties, the development and implementation of algorithms to solve these problems, and the application of these algorithms to real world problems. Note in particular the word "programming" does not specifically refer to computer programming. In fact, the term "mathematical programming" was coined before the word "programming" became closely associated with computer software. This confusion is sometimes avoided by using the term optimization as an approximate synonym for mathematical programming."

Mathematical Optimization Society

ojAlgo contains LP (Linear Programming), QP (Quadratic Programming) and MIP (Mixed Integer Programming) solvers:

There's also a simple framework to model problems using standardised expressions as well as the ability to read MPS (Mathematical Programming System) files.


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