NLPLIB swMATH ID: 3199 Software Authors: Holmström, Kenneth; Björkman, Mattias Description: The TOMLAB NLPLIB toolbox for nonlinear programming The paper presents the toolbox NLPLIB TB 1.0 (NonLinear Programming LIBrary); a set of Matlab solvers, test problems, graphical and computational utilities for unconstrained and constrained optimization, quadratic programming, unconstrained and constrained nonlinear least squares, boxbounded global optimization, global mixed- integer nonlinear programming, and exponential sum model fitting. NLPLIB TB, like the toolbox OPERA TB for linear and discrete optimization, is a part of TOMLAB; an environment in Matlab for research and teaching in optimization. TOMLAB currently solves small and medium size dense problems. Presently, NLPLIB TB implements more than 25 solver algorithms, and it is possible to call solvers in the Matlab Optimization Toolbox. MEX- file interfaces are prepared for seven Fortran and C solvers, and others are easily added using the same type of interface routines. Currently, MEXfile interfaces have been developed for MINOS, NPSOL, NPOPT, NLSSOL, LPOPT, QPOPT and LSSOL. There are four ways to solve a problem: by a direct call to the solver routine or a call to a multi- solver driver routine, or interactively, using the Graphical User Interface (GUI) or a menu system. The GUI may also be used as a preprocessor to generate Matlab code for standalone runs. If analytical derivatives are not available, automatic differentiation is easy using an interface to ADMAT/ADMIT TB. Furthermore, five types of numerical differentiation methods are included in NLPLIB TB. NLPLIB TB implements a large set of standard test problems. Using MEXfile interfaces, problems in the CUTE test problem data base and problems defined in the AMPL modeling language can be solved. TOMLAB and NLPLIB TB have been used to solve several applied optimization problems. New types of algorithms are implemented for the nonlinear least squares problem to approxi mate sums of exponential functions to empirical data and for global optimization. We present some preliminary test results, which show very good performance for the NLPLIB TB solvers. Homepage: http://user.it.uu.se/~matsh/opt/nlplib.html Related Software: OPERA; TOMLAB; Matlab; EGO; SNOPT; UOBYQA; DFO; AMPL; NPSOL; SeDuMi; CPLEX; Optimization Toolbox; COBYLA2; MINOS; ADMAT; GAMS; NOMAD; KELLEY; DFBOX_IMPR; TESTGO Cited in: 30 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year The TOMLAB NLPLIB toolbox for nonlinear programming. Zbl 1115.90302Holmström, Kenneth; Björkman, Mattias 1999 all top 5 Cited by 64 Authors 9 Holmström, Kenneth 4 Björkman, Mattias 2 Dotzauer, Erik 2 Edvall, Marcus M. 2 Regis, Rommel G. 2 Shoemaker, Christine A. 1 Ahn, Mihye 1 Alonso, Antonio A. 1 Andersson, Björn 1 Banga, Julio R. 1 Berbyuk, V. E. 1 Berend, Daniel 1 Berg, Jordan M. 1 Cabral, Edgar Alberto 1 Campello, Fernanda 1 Casella, Francesco 1 Chiu, Nan-Chieh 1 Conde, Eduardo 1 Dai, Ran 1 Edelvik, Fredrik 1 Fang, Shu-Cherng 1 Gao, Suixiang 1 Golub, Gene Howard 1 Grammatico, Sergio 1 Hellström, Thomas 1 Ingolfsson, Armann 1 Jakobsson, Stefan 1 Korach, Ephraim 1 Lavery, John E. 1 Lin, Jen-Yen 1 Ljungqvist, Mattias 1 Lortet, Dimitri 1 Lu, Wenbin 1 Ma, Ding 1 Manno, Andrea 1 Martelli, Emanuele 1 Mesa, Juan-Antonio 1 Moles, Carmen G. 1 Morari, Manfred 1 Murray, Walter 1 Noack, Stephan 1 Patriksson, Michael 1 Pearlmutter, Barak A. 1 Petersson, Jöran 1 Pisică, Ioana 1 Postolache, Petru 1 Quttineh, Nils-Hassan 1 Rundqvist, Robert 1 Saif-Ul-Hasnain, Muhammad 1 Saunders, Michael A. 1 Shanbhag, Uday V. 1 Smith, Roy S. 1 Sun, Chuangchuang 1 Tan, Tunzi 1 Torrisi, Giampaolo 1 von Lieres, Eric 1 Wallesten, Johan 1 Wang, Yong 1 Wiechert, Wolfgang 1 Wu, Xudong 1 Zhang, Hao Helen 1 Zhao, Xiao 1 Zibulevsky, Michael 1 Zucker, Shira all top 5 Cited in 13 Serials 6 Advanced Modeling and Optimization 4 Optimization and Engineering 3 SIAM Journal on Control and Optimization 3 Journal of Global Optimization 2 European Journal of Operational Research 1 Inverse Problems 1 Journal of Mathematical Biology 1 Applied Mathematics and Computation 1 Computers & Operations Research 1 Neural Computation 1 Computational Optimization and Applications 1 Statistica Sinica 1 Optimization Letters all top 5 Cited in 16 Fields 23 Operations research, mathematical programming (90-XX) 10 Numerical analysis (65-XX) 4 Biology and other natural sciences (92-XX) 3 Statistics (62-XX) 2 Combinatorics (05-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 History and biography (01-XX) 1 Number theory (11-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Computer science (68-XX) 1 Mechanics of particles and systems (70-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year