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Ask HN: Do you use an optimization solver? Which one? Do you like it?

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Re: Ask HN: Do you use an optimization solver? Which one? Do you like it?

#34

The only optimisation solver I use is Excel Solver Add-In. It’s great, but you have to be able to put your problem into Excel to use it which does not work for all use cases. In cases where I’m trying to optimise something that doesn’t quite fit into Excel cleanly I’ll usually do some sort of hand-rolled Monte Carlo optimisation. This generally works for me in the types of problems I most often solve.

The Gnumeric spreadsheet has montecarlo built-in. I think this is unmatched both by Excel and Libreoffice Calc. See https://help.gnome.org/users/gnumeric/stable/sect-advanced-a...

Re: Ask HN: Do you use an optimization solver? Which one? Do you like it?

#38
I’ve used GNU MathProg (via https://online-optimizer.appspot.com/) and Z3 (via its Python bindings). I appreciated, with Z3, being able to use the existing syntax of Python, though some of the errors I got were confusing. The ease of installation/usage for the online-optimizer web UI is hard to beat.

Re: Ask HN: Do you use an optimization solver? Which one? Do you like it?

#40
As a humble programmer with only occasional LP needs, not a data scientist or analyst, I have used Google OrTools with the C# binding. I do not understand the solution techniques, but the interface is simple enough that I have been able to produce useful optimization results without needing to ask an actual data person to help me. The problems I've encountered have just been difficulties in expressing my problem in LP terms. Once I've done so, using OrTools is essentially just typing it in.

One thing I don't like about OrTools is that it seems there are better solvers available if you compile it from source, but I failed to get it built. As a result, I use the "CBC_MIXED_INTEGER_PROGRAMMING" solver because it's built into the precompiled libraries, not because it's necessarily the best one. It's unclear to me what benefit other solvers offer; the solver doesn't seem to be where my problems typically are.

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