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, also known as Lagrange-Newton method. SQP methods are used on mathematical problems for which the objective function and the constraints are twi ...
(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
*
External links
* http://klaus-schittkowski.de/nlpqlp.htm
* https://www.schittkowski.de/numericalsoftware_nlpqlp.php
Mathematical software
{{Compu-library-stub