OPTIMA Library

Unconstrained optimization, constrained optimization, sensitivity analysis

OPVM --- Unconstrained optimization, unstructured objective function; suitable for small problems.

OPVMB --- Optimization subject to simple bounds.

OPLS --- Unconstrained nonlinear least squares.

OPNL --- Nonlinear equations, by minimizing sum of squares of the residuals.

OPCG --- Nonlinear conjugate gradient method.

OPODEU --- Unconstrained optimization problems by tracing the solution curve of a system of ODEs (homotopy method).

OPTNHP --- Unconstrained optimization using the truncated Newton method; no Hessian storage or calculation required.

OPRQP --- Sequential quadratic programming, but superseded by the OPXRQP routine.

OPXRQP --- A more efficient implementation of sequential quadratic programming; uses the EQP variant.

OPSQP --- Another implementation of sequential quadratic programming, but uses the IQP variant, which gives rise to inequality-constrained subproblems.

OPALQP --- Similar to OPSQP, but uses an augmented Lagrangian line search function.

OPSMT --- Nonlinear programming, using a SUMT technique.

OPIPF --- Sequential minimization of a sequence of augmented Lagrangians.

OPODEC --- Homotopy method: traces the solution curve of a system of ODEs.

OPSEN --- Tests the sensitivity of the objective function around the optimal point of an unconstrained problem.

OPSEC --- Like OPSEN, but for the solution of a constrained problem.

Software is written in Fortran 77.

Need more info?

Contact:

Dr. M. C. Bartholomew-Biggs 
Numerical Optimisation Center
Hatfield, Hertfordshire
AL10 9AB 
United Kingdom

Reference:

OPTIMA Manual, Numerical Optimisation Center, University of Hertfordshire, UK, July 1989.

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