NLPL1: A Fortran Implementation of an SQP-Algorithm for
Minimizing Sums of Absolute Function Values - User's Guide
K. Schittkowski, Report, Department of Computer Science, University of Bayreuth
(2007)
Abstract:
The Fortran subroutine NLPL1
solves constrained nonlinear programming problems, where the sum of absolute
nonlinear function values is to be minimized. It is assumed that all functions
are continuously differentiable. By introducing additional variables and
nonlinear inequality constraints, the problem is transformed into a general
smooth nonlinear program subsequently solved by the sequential quadratic
programming (SQP) code NLPQLP. The
usage of the code is documented, and two illustrative examples are presented.
To download the report, click here: nlpl1.pdf
(Acrobat Reader version)