Nonlinear Programming Packages

OPTPACK Author William W. Hager
358 Little Hall
Department of Mathematics
Gainesville FL 32611-8105
Phone: (352) 392-0281 x 244
FAX: (352) 392-6254
Language FORTRAN
Algorithm Unconstrained optimization is performed using the conjugate gradient algorithm.
Constrained optimization is performed using a new scheme that combines multiplier methods with preconditioning and linearization techniques to accelerate convergence.
Input Format  
Modeling Languages link  
Commercial Status free
Platform Any machine with a reasonable amount of memory and a Fortran compiler.
Remarks The package has three main subroutines:
- min to minimize a function subject to nonlinear constraints
- bmin to minimize a function subject to simple bounds on variables
- lmin to minimize a function subject to linear constraints
References W. W. Hager, Analysis and implementation of a dual algorithm for constrained optimization, Research Report, Department of Mathematics, University of Florida, Gainesville, Florida, 1990, to appear in J. Optim. Theory Appl. 79 (1993).
W. W. Hager, Optpack Test problems, Examples showing how to use optpack with the Colville test problems