NLPQLP

The Fortran subroutine NLPQLP, a newer{{When|date=December 2024|reason=compared to what period of time and which version?}} version of NLPQL, solves smooth nonlinear programming problems

by a sequential quadratic programming (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

{{Citation

| last = Schittkowski

| first = Klaus

| title = NLPQLP: A Fortran Implementation of a Sequential Quadratic Programming Algorithm with Distributed and Non-Monotone Line Search

| work = Report

| date = 2014

| url = http://www.klaus-schittkowski.de//nlpqlp_rep.htm

}}

External links

http://klaus-schittkowski.de/nlpqlp.htm
https://www.schittkowski.de/numericalsoftware_nlpqlp.php

Category:Mathematical software