NLPQLG - A Fortran Implementation of a Sequential Quadratic Programming Algorithm for Heuristic Global Optimization

 

Purpose:

NLPQLG is an extension of the general nonlinear programming code NLPQLP with the intention to improve local minimal successively.

Numerical Method:

Successively, local minima are cut off by introducing additional constraints. Some safeguards are needed to stabilize the algorithm, since very little is usually known about the distribution of local minima. It is tried to keep away an iteration sequence from known local minima.
 

Program Organization:

NLPQLG is a double precision FORTRAN subroutine where all parameters are passed through subroutine arguments. The program executes NLPQLP after some reformulations, i.e., after introducing additional constraints and variables.

Special Features:

1. same as those for NLPQLP (scaling, reverse communication, etc.)
2. NLPQLG executes NLPQLP in reverse communication
3. full documentation by initial comments
4. FORTRAN source code (close to F77, conversion to C by f2c possible)
   

Applications:

NLPQLG is implemented within the structural mechanical optimization system LAGRANGE at EADS to solve large structural design optimization problems.

Reference:

K. Schittkowski, NLPQLG: A Fortran implementation of a sequential quadratic programming algorithm for heuristic global optimization - user's guide, Report, Department of Computer Science, University of Bayreuth

Availability:

For more details contact the author or click here for free license for members and students of academic institutions.