NLPQLP: A Fortran Implementation of a Sequential Quadratic Programming
Algorithm with Distributed and Non-Monotone Line Search - User's Guide, Version
2.3
K. Schittkowski, Report, Department of Computer Science, University of Bayreuth (2009)
Abstract:
The Fortran subroutine NLPQLP solves smooth nonlinear programming problems
and is an extension of the code NLPQL. The new version is specifically
tuned to run under distributed systems and to perform a non-monotone line search
in error situations, i.e., if the line search is not terminated within a given
number of iterations (IFAIL=4). Typical reasons are inaccurate function values
and approximation errors in gradients. Numerical results are included and show a
drastic improvement of robustness in case of random perturbations. 306
test problems are taken from an existing collection of
Fortran codes. The usage of the code is documented and illustrated by an example.
To download the report, click here: NLPQLP.pdf