Nonlinear Programming Packages

OPTIMA Library Author Dr. M. C. Bartholomew-Biggs
Numerical Optimisation Center
Hatfield, Hertfordshire
AL10 9AB
United Kingdom
Language FORTRAN 77
Input Format  
Modeling Languages link  
Commercial Status  
Remarks The contents of the library is as follows:
OPVM --- Unconstrained optimization, unstructured objective function; suitable for small problems.
OPVMB --- Optimization subject to simple bounds.
OPLS --- Unconstrained nonlinear least squares.
OPNL --- Nonlinear equations, by minimizing sum of squares of the residuals.
OPCG --- Nonlinear conjugate gradient method.
OPODEU --- Unconstrained optimization problems by tracing the solution curve of a system of ODEs (homotopy method).
OPTNHP --- Unconstrained optimization using the truncated Newton method; no Hessian storage or calculation required.
OPRQP --- Sequential quadratic programming, but superseded by the OPXRQP routine.
OPXRQP --- A more efficient implementation of sequential quadratic programming; uses the EQP variant.
OPSQP --- Another implementation of sequential quadratic programming, but uses the IQP variant, which gives rise to inequality-constrained subproblems.
OPALQP --- Similar to OPSQP, but uses an augmented Lagrangian line search function.
OPSMT --- Nonlinear programming, using a SUMT technique.
OPIPF --- Sequential minimization of a sequence of augmented Lagrangians.
OPODEC --- Homotopy method: traces the solution curve of a system of ODEs.
OPSEN --- Tests the sensitivity of the objective function around the optimal point of an unconstrained problem.
OPSEC --- Like OPSEN, but for the solution of a constrained problem.
References OPTIMA Manual, Numerical Optimisation Center, University of Hertfordshire, UK, July 1989.