| LSGRG2 | Author | Prof. Leon Lasdon MSIS Department College of Business Administration The University of Texas at Austin Austin, TX 78712--1175 Phone: (512) 471-9433 Optimal Methods |
| Language | FORTRAN | |
| Algorithm | generalized reduced gradient (GRG) | |
| Input Format | ||
| Modeling Languages link | GAMS | |
| Commercial Status | Price | |
| Platform | Any machine with a reasonable amount of memory and a Fortran compiler | |
| Remarks | See the GRG2 package for details.
It uses a sparse data structure to store and manipulate the constraint Jacobian matrix, and a sparse inversion procedure to factor the basis. It can therefore solve large, sparse nonlinear programs. | |
| References | S. Smith, and L. Lasdon, Solving large sparse nonlinear programs using GRG, ORSA J. Comput. 4 (1992), pp. 1--15. |
