SQPpro - A solver of nonlinear optimization problems, using an SQP approach

Abstract : SQPpro is a piece of software that aims at solving a nonlinear optimization problem with nonlinear equality and inequality constraints. The functions defining the problem must be at least once differentiable. The implemented algorithm uses an SQP approach, which is a workable version of the Newton and quasi-Newton methods. The quadratic optimization that has to be solved at each iteration uses the solver QPAL. The constraint Jacobian matrices can be strored in dense or sparse structures; in addition the Hessian of the Lagrangien can be approximated by the BFGS (dense) or $\ell$-BFGS (sparse) formula. SQPpro is written in Fortran-2003.
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[Technical Report] INRIA. 2009, pp.24
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https://hal.inria.fr/inria-00442314
Contributeur : Jean Charles Gilbert <>
Soumis le : samedi 19 décembre 2009 - 19:38:16
Dernière modification le : vendredi 25 mai 2018 - 12:02:03
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  • HAL Id : inria-00442314, version 1

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Jean Charles Gilbert. SQPpro - A solver of nonlinear optimization problems, using an SQP approach. [Technical Report] INRIA. 2009, pp.24. 〈inria-00442314〉

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