Optimization Implementation

CPLEX

• Download CPLEX via your academic account
• Installation
• Set up CPLEX
• Documentation

Gurobi

• Installation
• Documentation

MOSEK

• Documentation

CVX

• Tutorial

NEOS

• NEOS Server

Benchmarks for Optimization Software

• Hans D. Mittlemann

Coding Languages

• C++
• Python
• Julia

Coding Style

• Google Style Guides

Code profiling

• Use valgrind to generate a file “callgrind.out.x” where x is some number
  • requirement: valgrind
  • valgrind --tool=callgrind [call your code with arguments]
• Use the pythyon code gprof2dot.py
  • requirement: python, graphviz
  • python gprof2dot.py -s -f callgrind ./callgrind.out.x | dot -Tpdf -o output.pdf

Parallel computing

• Introduction to Parallel Computing
• OpenMP Tutorials
• OpenMP

If you want to compare CPUs, the following link might be helpful.

• CPU Benchmarks