LSSOL
| Authors | Philip Gill
Walter Murray Michael Saunders Margaret H. Wright |

Language | Fortran 77 | |

Algorithm | ||

Input Format | May be called from a driver program, typically in Fortran, C or MATLAB | |

Modeling Languages link | Matlab interface included. | |

Commercial Status | Licensing Contact: Hans Wiesendanger, Licensing Associate, Stanford University Office of Technology Licensing E-Mail: hans@otlmail.stanford.edu, Phone: (650) 723-0692 | |

Platform | Any machine with a reasonable amount of memory and a Fortran compiler | |

Remarks | LSSOL is a software package for solving constrained linear least-squares problems and convex quadratic programs (definite or semidefinite), including linear programs. Dense matrices are assumed throughout. LSSOL is recommended for QP problems whose objective includes a term of the form x'A'Ax for some matrix A (which may be rectangular, square or triangular). Linear constraints and bounds on the variables are treated separately by an active-set method. If the problem has no feasible solution, LSSOL minimizes the sum of the constraint and bound violations.
LSSOL is used as a subroutine inside NPSOL to solve a sequence of related quadratic programs, using warm starts. Numerically stable algorithms. Warm start capability. Elastic bounds on variables and constraints (for infeasible problems). General-purpose dense linear programming and quadratic programming. | |

References | P. E. Gill, S. J. Hammarling, W. Murray, M. A. Saunders and M. H. Wright, User's Guide for LSSOL (Version 1.0): A Fortran package for constrained linear least-squares and convex quadratic programming, Report SOL 86-1, Systems Optimization Laboratory, Stanford University. (1986). |