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NOA

swMATH ID: 8659
Software Authors: Kiwiel, Krzysztof C.; Stachurski, Andrzej
Description: Issues of effectiveness arising in the design of a system of nondifferentiable optimization algorithms. This paper describes NOA, a package of Fortran subroutines for minimizing a locally Lipschitz continuous function subject to locally Lipschitzian inequality and equality constraints, general linear constraints and simple upper and lower bounds. The package implements several descent methods that accumulate subgradients of the problem functions and use quadratic programming for search direction finding. We discuss some choices made in the implementation and indicate their potential merits and drawbacks.
Homepage: http://link.springer.com/chapter/10.1007/978-3-662-21637-8_11
Keywords: locally Lipschitz continuous function; descent methods; subgradients
Related Software: CPLEX; LaGO; BARON; COL; CirCut; SDPLR; ARPACK; MINTO; GAMS; Outward rotations; DIMACS; SeDuMi; alphaBB; LogMIP; AlphaECP; AIMMS; MINLP; INTOPT_90; Global Optimization Toolbox For Maple; MINLPLib
Referenced in: 14 Publications

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