Nonlinear Programming Packages

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.