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

Question

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)?

Answer 1

You may want to look at JScience, it looks pretty complete. (Mathematical structures, linear algebra solving, etc.)

Answer 2

Look into AMPL. The basic edition is free, but it costs money for larger problems. You don't pay for the language; you pay for solvers. It is also possible to upload your code and have it run on their servers.

Answer 3

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.

Answer 4

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 cplex unless money is a big issue for you. It has a clean JNI interface and is available on most major platforms. Dash is a competitor, with a JNI interface and a strong underlying optimization engine. There's an interesting java-based modeling environment called optimj, that allows you to hook into several optimizers, but it requires a license for itself and whatever solvers you get (but there are some free solvers).

The coin-or project has several optimizers and have a project for JNI interface. It is totally free (CPL-style license), but will take more work to set-up and probably not give you the same performance.