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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; ParamEDE; Colsol-DDE; ASMO; TAPENADE; Ipopt
Cited in: 40 Publications

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