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NLPQL: A fortran subroutine solving constrained nonlinear programming problems

  • II. Mathematical Programming
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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.

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  1. Institut für Informatik, Universität Stuttgart, Azenbergstrasse 12, D-7000, Stuttgart 1, West Germany

    K. Schittkowski

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  1. K. Schittkowski
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Schittkowski, K. NLPQL: A fortran subroutine solving constrained nonlinear programming problems. Ann Oper Res 5, 485–500 (1986). https://doi.org/10.1007/BF02739235

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