CFSQP swMATH ID: 4658 Software Authors: Lawrence, C.; J. Zhou; A. Tits Description: CFSQP Version 2.5: A C Code for Solving (Large Scale) Constrained Nonlinear (Minimax) Optimization Problems, Generating Iterates Satisfying All Inequality Constraints. CFSQP is a set of C functions for the minimization of the maximum of a set of smooth objective functions (possibly a single one) subject to general smooth constraints. If the initial guess provided by the user is infeasible for some inequality constraint or some linear equality constraint, CFSQP first generates a feasible point for these constraints; subsequently the successive iterates generated by CFSQP all satisfy these constraints. Nonlinear equality constraints are turned into inequality constraints (to be satisfied by all iterates) and the maximum of the objective functions is replaced by an exact penalty function which penalizes nonlinear equality constraint violations only. When solving problems with many sequentially related constraints (or objectives), such as discretized semi- infinite programming (SIP) problems, CFSQP gives the user the option to use an algorithm that efficiently solves these problems, greatly reducing computational effort. The user has the option of either requiring that the objective function (penalty function if nonlinear equality constraints are present) decrease at each iteration after feasibility for nonlinear inequality and linear constraints has been reached (monotone line search), or requiring a decrease within at most four iterations (nonmonotone line search). He/She must provide functions that define the objective functions and constraint functions and may either provide functions to compute the respective gradients or require that CFSQP estimate them by forward finite differences. CFSQP is an implementation of two algorithms based on Sequential Quadratic Programming (SQP), modified so as to generate feasible iterates. In the first one (monotone line search), a certain Armijo type arc search is used with the property that the step of one is eventually accepted, a requirement for superlinear convergence. In the second one the same effect is achieved by means of a ”nonmonotone” search along a straight line. The merit function used in both searches is the maximum of the objective functions if there is no nonlinear equality constraints, or an exact penalty function if nonlinear equality constraints are present Homepage: http://drum.lib.umd.edu/handle/1903/5496 Related Software: SNOPT; CONOPT; Tabu search; Genocop; INTOPT_90; PROFIL/BIAS; MINOS; Ipopt; Numerica; ALIAS; ICOS; TOMLAB; BIOGEME; Maple; FSQP; ADIFOR; Mathematica; ODEPACK; NBI; XPRESS Cited in: 57 Documents all top 5 Cited by 91 Authors 7 Waligóra, Grzegorz 6 Ozdamar, Linet 6 Pedamallu, Chandra Sekhar 5 Kang, Zhan 4 Östermark, Ralf 4 Węglarz, Jan 3 Doltsinis, Ioannis St. 3 Józefowska, Joanna 3 Różycki, Rafał 2 Camponogara, Eduardo 2 Csendes, Tibor 2 Lawrence, Craig T. 2 Luo, Yangjun 2 Mika, Marek 2 Polak, Elijah (Lucien) 2 Pytlak, Radosław 2 Tits, André Leon 1 Alimo, Ryan 1 Anido, Gary J. 1 Aubert, Pierre 1 Badler, Norman I. 1 Bewley, Thomas R. 1 Beyhaghi, Pooriya 1 Bierlaire, Michel 1 Bretl, Timothy 1 Bron, Frederic 1 Caccetta, Louis 1 Ceberio, Martine 1 Chen, Danny Ziyi 1 Cheng, Gengdong 1 Chung, Hoam 1 Contreras, Javier 1 Daescu, Ovidiu 1 Dai, Yang 1 Eyers, Tony 1 Fan, Youhua 1 Fortemps, Philippe 1 Gelsey, Andrew 1 Goswami, Ambarish 1 Grešovnik, Igor 1 Harada, Kensuke 1 Hauser, Kris 1 Howse, James W. 1 Huang, Jian 1 Ibrahimbegović, Adnan 1 Jedynak, Bruno M. 1 Johnson, Richard A. 1 Katoh, Naoki 1 Kearsley, Anthony José 1 Khudanpur, Sanjeev P. 1 Latombe, Jean-Claude 1 Lee, H. W. Joseph 1 Li, Alex 1 Liu, Fengtao 1 Losi, Arturo 1 Lu, Wenqing 1 Luo, Zhen 1 Lynch, Kevin M. 1 Makowski, Marek S. 1 Markovic, Damijan 1 McCloud, Michael L. 1 Melnyk, Sergiy 1 Michalewicz, Zbigniew 1 Muske, Kenneth R. 1 Nazari, Luiz Fernando 1 Pee, E. Y. 1 Rodič, Tomaž 1 Rossini, A. J. 1 Rousselet, Bernard 1 Royset, Johannes O. 1 Rumigny, N. 1 Russo, Mario Alessandro 1 Sastry, S. Shankar 1 Schwabacher, Mark 1 Siarry, Patrick 1 Smith, Don 1 Stacey, Chris H. E. 1 Stanciulescu, C. 1 Talukdar, Sarosh N. 1 Teo, Kok Lay 1 Ticknor, Lawrence O. 1 Tolani, Deepak 1 Varanasi, Mahesh Kumar 1 Vinkó, Tamás 1 Vinter, Richard B. 1 Wang, Song 1 Wertz, Vincent J. 1 Wu, Felix F. 1 Wu, Xiaodong 1 Xu, Jinhui 1 Yin, Jianhua all top 5 Cited in 35 Serials 7 European Journal of Operational Research 5 Computer Methods in Applied Mechanics and Engineering 3 Journal of Optimization Theory and Applications 3 Kybernetes 2 Automatica 2 Computers & Operations Research 2 Annals of Operations Research 2 Journal of Global Optimization 1 Artificial Intelligence 1 International Journal of Plasticity 1 International Journal for Numerical Methods in Engineering 1 Journal of the American Statistical Association 1 Journal of Computational and Applied Mathematics 1 Opsearch 1 SIAM Journal on Control and Optimization 1 Statistics & Probability Letters 1 Asia-Pacific Journal of Operational Research 1 Journal of Parallel and Distributed Computing 1 Neural Computation 1 Applied Mathematics and Computer Science 1 SIAM Journal on Optimization 1 Computational Optimization and Applications 1 INFORMS Journal on Computing 1 Mathematical Problems in Engineering 1 Optimization Methods & Software 1 Journal of Combinatorial Optimization 1 Journal of Scheduling 1 Journal of VLSI Signal Processing Systems for Signal, Image, and Video Technology 1 Engineering Computations 1 1 Optimization and Engineering 1 Graphical Models 1 Structural and Multidisciplinary Optimization 1 Lecture Notes in Mathematics 1 Natural Computing Series all top 5 Cited in 13 Fields 35 Operations research, mathematical programming (90-XX) 10 Mechanics of deformable solids (74-XX) 8 Numerical analysis (65-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Computer science (68-XX) 3 Statistics (62-XX) 3 Systems theory; control (93-XX) 2 Mechanics of particles and systems (70-XX) 2 Biology and other natural sciences (92-XX) 1 General and overarching topics; collections (00-XX) 1 Geophysics (86-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year