The Fortran subroutine ''NLPQLP'', a newer version of ''NLPQL'', solves smooth nonlinear programming problems by a

sequential quadratic programming Sequential quadratic programming (SQP) is an iterative method for constrained nonlinear optimization. SQP methods are used on mathematical problems for which the objective function and the constraints are twice continuously differentiable. SQP me ...

(SQP) algorithm. The new version is specifically tuned to run under distributed systems. In case of computational errors, caused for example by inaccurate function or gradient evaluations, a non-monotone line search is activated. The code is easily transformed to C by

f2c f2c is a program to convert Fortran 77 to C code, developed at Bell Laboratories. The standalone f2c program was based on the core of the first complete Fortran 77 compiler to be implemented, the "f77" program by Feldman and Weinberger. ...

and is widely used in academia and industry.

References

External links

* http://klaus-schittkowski.de/nlpqlp.htm * https://www.schittkowski.de/numericalsoftware_nlpqlp.php Mathematical software {{Compu-library-stub