NLPQLY: An Easy-To-Use Fortran Implementation of a Sequential Quadratic Programming Algorithm
- User's Guide
K. Schittkowski, Report, Department of Computer Science, University of Bayreuth (2009)
Abstract:
The Fortran subroutine NLPQLY simplifies
the numerical solution of nonlinear programming problems by calling the standard
SQP code NLPQLP, where the calling
sequence is simplified as much as possible. A user has to provide objective and
constraint function values in the same code which calls
NLPQLY. Derivatives are internally approximated by forward differences. The
usage of the code is documented and illustrated by an example.
To download the report, click here: nlpqly.pdf