NLPQLP swMATH ID: 4073 Software Authors: K Schittkowski Description: NLPQLP - Nonlinear Programming with Non-Monotone and Distributed Line Search. NLPQLP is a special implementation of a sequential quadratic programming (SQP) method. Proceeding from a quadratic approximation of the Lagrangian function and a linearization of constraints, a quadratic programming subproblem is formulated and solved by QL. Depending on the number of nodes of the distributed system, objective and constraint functions can be evaluated simultaneously at predetermined test points along the search direction. The parallel line search is performed with respect to an augmented Lagrangian merit function. Moreover, a non-monotone line search is performed in error situations where the line search cannot be stopped within a given number of iterations. All theoretical convergence properties of the SQP algorithm remain satisfied. The Hessian approximation is updated by the modified BFGS-formula. The new version is extremely stable. Various restarts options are implemented to overcome error situations, which usually lead to termination. It is possible to solve 90 Homepage: http://www.ai7.uni-bayreuth.de/nlpqlp.htm Related Software: NLPQL; QL; MISER3; CUTEr; SNOPT; NBI; Visual MISER; Matlab; NPSOL; NLPIP; L-BFGS; CUTE; PDEFIT; PCOMP; MISQP; KELLEY; HELMIT; ReALE; PROST; MARS Cited in: 41 Documents Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year Optimal control of one-dimensional partial differential algebraic equations with applications. Zbl 0977.49001Blatt, M.; Schittkowski, K. 2000 all top 5 Cited by 46 Authors 20 Teo, Kok Lay 17 Loxton, Ryan Christopher 9 Lin, Qun 9 Schittkowski, Klaus 7 Liu, Chongyang 4 Rehbock, Volker 4 Wu, Yonghong 4 Yu, Changjun 3 Gong, Zhaohua 2 Feng, Enmin 2 Östermark, Ralf 1 Alkandari, Abdulaziz 1 Amoignon, Olivier 1 Caccetta, Louis 1 Dai, Yu-Hong 1 Duan, Guangren 1 Exler, Oliver 1 Ferrall, Christopher 1 Gould, Nicholas Ian Mark 1 Gui, Weihua 1 Jennings, Leslie Stephen 1 Jian, Jinbao 1 Jiang, Canghua 1 Kikinzon, Eugene 1 Lachiheb, Mehdi 1 Li, Bin 1 Ling, Wing-kuen 1 M’Hallah, Rym 1 Nadarajah, Siva K. 1 Ntogramatzidis, Lorenzo 1 Orban, Dominique 1 Padula, Fabrizio 1 Sachsenberg, Björn 1 Shi-Dong, Doug 1 Smaoui, Hichem 1 Sun, Jie 1 Taciroglu, Ertugrul 1 Tang, Chunming 1 Toint, Philippe Louis 1 Wang, Lingyun 1 Wang, Yujing 1 Xu, Chao 1 Yang, Chunhua 1 Yang, Feng 1 Yiu, Ka Fai Cedric 1 Zillober, Christian all top 5 Cited in 24 Serials 6 Automatica 5 Optimization Letters 2 Journal of Computational and Applied Mathematics 2 Journal of Optimization Theory and Applications 2 Systems & Control Letters 2 Journal of Global Optimization 2 Computational Optimization and Applications 2 Journal of Industrial and Management Optimization 1 Computers and Fluids 1 Journal of Computational Physics 1 Fuzzy Sets and Systems 1 International Journal for Numerical Methods in Engineering 1 Mathematics and Computers in Simulation 1 SIAM Journal on Control and Optimization 1 Applied Numerical Mathematics 1 Annals of Operations Research 1 Applied Mathematical Modelling 1 Computational Economics 1 Journal of Applied Statistics 1 Optimization and Engineering 1 Pacific Journal of Optimization 1 Advanced Modeling and Optimization 1 Nonlinear Analysis. Hybrid Systems 1 Numerical Algebra, Control and Optimization all top 5 Cited in 12 Fields 26 Operations research, mathematical programming (90-XX) 18 Calculus of variations and optimal control; optimization (49-XX) 14 Numerical analysis (65-XX) 8 Systems theory; control (93-XX) 3 Statistics (62-XX) 3 Fluid mechanics (76-XX) 3 Biology and other natural sciences (92-XX) 2 Ordinary differential equations (34-XX) 2 Mechanics of deformable solids (74-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Partial differential equations (35-XX) 1 Computer science (68-XX) Citations by Year