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NLPQLP

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From Wikipedia, the free encyclopedia

The Fortran subroutine NLPQLP, a newer[when?] version of NLPQL, solves smooth nonlinear programming problems by a sequential quadratic programming (SQP) algorithm. The new version is specifically tuned to run under distributed systems. In case of computational errors, such as inaccurate function or gradient evaluations, a non-monotone line search is activated. The code is easily transformed to C by f2c and is widely used in academia and industry.

References

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  • Schittkowski, Klaus (2014), "NLPQLP: A Fortran Implementation of a Sequential Quadratic Programming Algorithm with Distributed and Non-Monotone Line Search", Report
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