NPSOL is a software package that performs numerical optimization. It solves nonlinear constrained problems using the

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 ...

algorithm. It was written in Fortran by Philip Gill of

UCSD The University of California, San Diego (UC San Diego or colloquially, UCSD) is a public land-grant research university in San Diego, California. Established in 1960 near the pre-existing Scripps Institution of Oceanography, UC San Diego is th ...

and Walter Murray, Michael Saunders and Margaret Wright of Stanford University. The name derives from a combination of NP for

nonlinear programming In mathematics, nonlinear programming (NLP) is the process of solving an optimization problem where some of the constraints or the objective function are nonlinear. An optimization problem is one of calculation of the extrema (maxima, minima or st ...

and SOL, the Systems Optimization Laboratory at Stanford.

References

{{Citation , last = Gill , first = Philip , last2 = Murray , first2 = Walter , last3 = Saunders , first3 = Michael , last4 = Wright , first4 = Margaret , title = User's Guide for NPSOL 5.0: A Fortran Package for Nonlinear Programming , work = Technical Report SOL 86-6 , date = 4 June 2001 , url = http://www.ccom.ucsd.edu/~peg/papers/npdoc.pdf

External links

Description of NPSOL
on the Stanford Business Software, Inc. website. Mathematical software