Nonlinear Programming Packages

NITRO Authors Richard H. Byrd
Computer Science Department, University of Colorado, Boulder, CO 80308
Phone: 303-492-8014, Fax: 303-492-2844
Mary E. Hribar
CAAM Department, Rice University, Houston TX 77005
Jorge Nocedal
ECE Department, Northwestern University,Evanston Il 60208-3118
Phone: (847) 491-5038, Fax: (847) 467-4144
Language FORTRAN
Algorithm Interior Point Trust Region
Input Format  
Modeling Languages link  
Commercial Status  
Remarks A barrier approach is used that employs sequential quadratic programming and trust regions to solve the subproblems occuring in the iteration. Both primal and primal-dual versions of the algorithm are developed.
Comparisons between NITRO and LANCELOT illustrates the performances of the package.
References: R.H., Byrd, M.E. Hribar, J. Nocedal, An Interior Point Algorithm for Large Scale Nonlinear Programming. Optimization Technology Center, Argonne National Laboratory, Technical Report OTC 97/05.