Prof. Klaus Schittkowski
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Software

EASY-FIT   EASYFITX   EASY-OPT   NLPQLP   NLPQLY   NLPQLG   NLPQLB   NLPJOB   QL   MIQL   NLPLSQ   NLPLSX   NLPL1   NLPINF   NLPMMX   NLPQLF   PDEFIT   MODFIT   PCOMP   NLP test problems   MINLP test problems


    ....  how to get software:

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members/students of an academic institution: check software and license conditions for personal use, verify your status, and send e-mail

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commercial or academic institution: send e-mail for more details (price list and license conditions)

    ....  MATLAB versions of selected programs:  TOMLAB

  Interactive Optimization Environments:
 
EASY-FIT ModelDesign: Interactive software system to estimate parameters and to compute optimal experimental designs for dynamic models consisting of analytical functions, systems of equations (steady-state), Laplace transforms, ordinary differential equations, differential algebraic equations, one-dimensional partial differential equations, and  one-dimensional partial differential algebraic equations. Proceeding from given experimental data, i.e., observation times and measurements, the minimum least squares distances of measured data from a fitting criterion are computed, that may depend on the solution of the dynamic system. Numerous special model variants are available, priority levels of the parameters are determined, and efficient numerical routines are applied.

EASY-FIT Express: Interactive software system to estimate parameters for dynamic models consisting of analytical functions. Proceeding from given experimental data, i.e., observation times and measurements, the minimum least squares distances of measured data from a fitting criterion are computed. Confidence intervals and priority levels of the parameters are determined. The software is free.

EASY-OPT Express: Interactive system running under MS-Windows to facilitate the formulation of nonlinear programming problems, their implementation and numerical solution. It is possible to minimize a general nonlinear objective function subject to nonlinear equality or inequality constraints.
 
  Nonlinear Optimization Software:
 
NLPQLP: Solves general nonlinear mathematical programming problems with equality and inequality constraints. It is assumed that all problem functions are continuously differentiable. The new version is prepared to run under a distributed system and applies non-monotone line search procedure in error situations.

NLPQLY: Easy-to-use version of NLPQLP for solving general nonlinear mathematical programming problems with equality and inequality constraints. Objective and constraint function values must be provided by reverse communication and most tolerances are set to default values. Derivatives are internally approximated by forward differences.

NLPQLG: Successive execution of NLPQLP for stepwise improvement of local minima.

NLPQLB: Extension of the general nonlinear programming code NLPQLP to solve also problems with very many constraints, where the derivative matrix of the constraints does not possess any special sparse structure that can be exploited numerically.

NLPJOB: Interactive solution of multicriteria optimization problems, 15 different alternative for providing scalar nonlinear programs solved by NLPQLP.

NLPQLF: Solves constrained nonlinear optimization problems, where objective function and some constraints can be evaluated only for arguments of a set defined by additional constraints. It is assumed that all individual problem functions are continuously differentiable and that the feasible set is convex.
 
  Quadratic Programming Software:
 

QL: Solves quadratic programming problems with a positive definite objective function matrix and linear equality and inequality constraints.

MIQL: Solves mixed-integer quadratic programming problems with a positive definite objective function matrix and linear equality and inequality constraints.
 
  Least Squares and Data Fitting Software:
 

NLPLSQ: Solves constrained nonlinear least squares problems, where the objective function is the sum of squared functions. In addition there may be any set of equality or inequality constraints. It is assumed that all individual problem functions are continuously differentiable.

NLPLSX: Solves constrained nonlinear least squares problems, where the objective function is the sum of very many squared functions. In addition there may be any set of equality or inequality constraints. It is assumed that all individual problem functions are continuously differentiable.
 
NLPL1: Solves constrained nonlinear L1 problems, where the objective function is the sum of absolute function values. In addition there may be any set of equality or inequality constraints. It is assumed that all individual problem functions are continuously differentiable.
 
NLPINF: Solves constrained nonlinear maximum-norm data fitting problems, where the objective function is the maximum of absolute function values. In addition, there may be any set of equality or inequality constraints. It is assumed that all individual problem functions are continuously differentiable. The code is particularly useful for solving nonlinear approximation problems with a large number of support values.
 
NLPMMX: Solves constrained nonlinear min-max problems, where the objective function is the maximum of nonlinear functions. In addition, there may be any set of equality or inequality constraints. It is assumed that all individual problem functions are continuously differentiable.
 
NLPQLF: Solves constrained nonlinear optimization problems, where objective function and some constraints can be evaluated only for arguments of a set defined by additional constraints. It is assumed that all individual problem functions are continuously differentiable and that the feasible set is convex.
 

PDEFIT: Solves parameter estimation problems in one-dimensional partial differential equations and partial differential algebraic equations 

MODFIT: Solves parameter estimation in explicit model functions, Laplace transforms, steady state systems, systems of ordinary and algebraic differential equations

  Modelling Language:
 

PCOMP: Modeling language with automatic differentiation

  Test problems:
 
Test problems for nonlinear programming
 
Test problems for nonlinear mixed-integer optimization

 

 

 

1,300 test problems for parameter estimation (data fitting) in dynamical systems
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