NLPQL
NLPQL: a Fortran subroutine for solving constrained nonlinear programming problems. NLPQL is a FORTRAN implementation of a sequential quadratic programming method for solving nonlinearly constrained optimization problems with differentiable objective and constraint functions. At each iteration, the search direction is the solution of a quadratic programming subproblem. This paper discusses the organization of NLPQL, including the formulation of the subproblem and the information that must be provided by a user. A summary is given of the performance of different algorithmic options of NLPQL on a collection of test problems (115 hand-selected or application problems, 320 randomly generated problems). The performance of NLPQL is compared with that of some other available codes.
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References in zbMATH (referenced in 133 articles )
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