NLPINF: A Fortran Implementation of an SQP Algorithm for Maximum-Norm
Optimization Problems - User's Guide
K. Schittkowski, Report, Department of Computer Science, University of Bayreuth
(2007)
Abstract:
The Fortran subroutine NLPINF solves
constrained min-max nonlinear programming problems, where the maximum of
absolute nonlinear function values is to be minimized. It is assumed that all
functions are continuously differentiable. By introducing one additional
variable and nonlinear equality constraints, the problem is transformed into a
general smooth nonlinear program subsequently solved by the sequential quadratic
programming (SQP) code NLPQLP. Some
comparative numerical results are included, the usage of the code is documented,
and two illustrative examples are presented.
To download the report, click here: nlpinf.pdf
(Acrobat Reader version)