NLPQLB

Smooth nonlinear programming with very many constraints

NLPQLB is an extension of the nonlinear programming code NLPQL with the intention to solve also problems with very many constraints, where the derivative matrix of the constraints does not possess any special sparsity structure that can be exploited numerically.

The user defines the maximum number of lines in the matrix of the linearized constraints, that can be stored in core. By investigating the constraint function values, a decision is made which restrictions are necessary to fill that matrix. The algorithm will stop, if too many constraints are violated.

Special features of NLPQLB are

• same as those for NLPQL. (scaling, reverse communication, etc.);
• NLPQLB executes NLPQL in reverse communication;
• FORTRAN source code;
• full documentation by in-source comments.

NLPQLB is a double precision FORTRAN-77 subroutine where all parameters are passed through subroutine arguments. The program organization is very similar to that of NLPQL.

Need more info?

Take a look at the author's home page, or contact

Prof. K. Schittkowski 
Dept. of Mathematics
University of Bayreuth 
95440 Bayreuth, Germany 

klaus.schittkowski@uni-bayreuth.de

Reference:

K. Schittkowski, Solving nonlinear programming problems with very many constraints, Optimization 25 (1992), pp. 179--196.

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