QPOPT swMATH ID: 7859 Software Authors: P.E. Gill; W. Murray; M.A. Saunders Description: User guide for QPOPT: Fortran package for constrained linear least-squares and convex quadratic programming. QPOPT is a set of Fortran 77 subroutines for minimizing a general quadratic function subject to linear constraints and simple upper and lower bounds. QPOPT may also be used for linear programming and for finding a feasible point for a set of linear equalities and inequalities. If the quadratic function is convex (i.e., the Hessian is positive definite or positive semidefinite), the solution obtained will be a global minimizer. If the quadratic is non-convex (i.e., the Hessian is indefinite), the solution obtained will be a local minimizer or a dead-point. A two-phase active-set method is used. The first phase minimizes the sum of infeasibilities. The second phase minimizes the quadratic function within the feasible region, using a reduced Hessian to obtain search directions. The method is most efficient when many constraints or bounds are active at the solution. QPOPT is not intended for large sparse problems, but there is no fixed limit on problem size. Homepage: http://www.stanford.edu/group/SOL/qpopt.htm Related Software: qpOASES; QPSchur; LOQO; MA57; Ipopt; SNOPT; ZQPCVX; GitHub; NETLIB LP Test Set; CPLEX; Gurobi; CUTE; CUTEr; qpDUNES; OOQP; CUTEst; GALAHAD; SQOPT; SifDec; UMFPACK Cited in: 17 Publications all top 5 Cited by 32 Authors 4 Bock, Hans Georg 4 Schlöder, Johannes P. 3 Kirches, Christian 3 Sager, Sebastian 2 Diehl, Moritz Mathias 2 Gould, Nicholas Ian Mark 2 Robinson, Daniel P. 1 Bartlett, Roscoe A. 1 Biegler, Lorenz T. 1 Chung, Seiyoung 1 Forsgren, Anders 1 Frison, Gianluca 1 Gill, Philip E. 1 Gleixner, Ambros M. 1 Kouzoupis, Dimitris 1 Kulkarni, Devadatta M. 1 Lawrence, Craig T. 1 Michelena, Nestor F. 1 Mommer, Mario S. 1 Oh, Seyoung T. 1 Papalambros, Panos Y. 1 Park, Hyungju 1 Potschka, Andreas 1 Quirynen, Rien 1 Sommer, Andreas 1 Tits, André Leon 1 Verschueren, Robin 1 Weber, Tobias 1 Wong, Elizabeth 1 Yun, Jae Heon 1 Zanelli, Andrea 1 Zanon, Mario all top 5 Cited in 10 Serials 3 SIAM Journal on Optimization 3 Computational Optimization and Applications 2 Optimization Methods & Software 2 Mathematical Programming Computation 1 Journal of Optimization Theory and Applications 1 Mathematical Programming. Series A. Series B 1 Vietnam Journal of Mathematics 1 Optimization and Engineering 1 Journal of Applied Mathematics and Computing 1 EURO Journal on Computational Optimization all top 5 Cited in 9 Fields 16 Operations research, mathematical programming (90-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 5 Numerical analysis (65-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Functional analysis (46-XX) 1 Statistics (62-XX) 1 Optics, electromagnetic theory (78-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) Citations by Year