Margaret H. Wright
||May be called from a driver program, typically in Fortran, C or MATLAB
||Modeling Languages link
||Matlab interface included.
||Licensing Contact: Hans Wiesendanger, Licensing Associate, Stanford University Office of Technology Licensing E-Mail: firstname.lastname@example.org, Phone: (650) 723-0692
||Any machine with a reasonable amount of memory and a Fortran compiler
||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.
||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).