ISSN:
1572-9338
Keywords:
Nonlinear programming
;
sequential quadratic programming method
;
numerical implementation
;
test results
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
,
Economics
Notes:
Abstract 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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02022087
