Nonlinear Programming Packages

FSQP Authors Dr. Eliane R. Panier, University of Maryland
Prof. Andre Tits
Jian Zhou
Craig Lawrence
Language FORTRAN, C
Algorithm SQP (Sequential Quadratic Programming) type algorithm modified so as to generate feasible iterates. The basic problem solved is (where the variable x is n-dimensional)
Two phase operation :
Phase I - generate iterate satisfying all linear constraints and nonlinear inequality constraints.
Phase II - minimize maximum of objectives. Iterates satisfy all constraints except nonlinear equality constraints (which are asymptotically satisfied).
Input Format  
Modeling Languages link AMPL, NIMBUS, LPL, Matlab
Commercial Status FSQP Distribution
Remarks Portable implementations (in both C and Fortran) of the Feasible Sequential Quadratic Programming (FSQP) algorithm, a superlinearly convergent algorithm for directly tackling optimization problems with:
Multiple competing linear/nonlinear objective functions (minimax).
linear/nonlinear inequality constraints.
linear/nonlinear equality constraints.
The algorithm contains special provisions for
Maintaining "semi-feasibility" of each iterate.
Efficiently handling problems with many "sequentially related" objectives and/or constraints.
References C. T. Lawrence, J. L. Zhou and A. L. Tits, User's Guide for CFSQP Version 2.5: A C Code for Solving (Large Scale) Constrained Nonlinear (Minimax) Optimization Problems, Generating Iterates Satisfying All Inequality Constraints, Institute for Systems Research, University of Maryland, Technical Report TR-94-16r1, College Park, MD 20742, 1997.
J. L. Zhou, A. L. Tits and C. T. Lawrence, User's Guide for FFSQP Version 3.7 : A Fortran Code for Solving Optimization Programs, Possibly Minimax, with General Inequality Constraints and Linear Equality Constraints, Generating Feasible Iterates, Institute for Systems Research, University of Maryland,Technical Report SRC-TR-92-107r5, College Park, MD 20742, 1997.