Research Institute for Informatics
8-10, Bdl. Maresal Averescu, 71316 Bucharest, Romania
|Algorithm||Modified Penalty Method|
|Modeling Languages link|
|Commercial Status||free (ask the author)|
|Platform||Any machine with a reasonable amount of memory and a Fortran compiler.|
|Remarks||SPENBAR implements a modified penalty algorithm for solving large-scale nonlinear programming problems. It uses only one-dimensional arrays and takes full advantage of the sparsity of the Jacobians of the inequality and equality constraints.
Using a modified penalty method, the original problem is converted into a sequence of unconstrained minimization subproblems. The unconstrained optimization problems are solved by means of a truncated Newton method implemented in subroutine TN by Stephen Nash. The package has a number of parameters which fix the strategy of the optimization, as have been recommended by Andy Conn, Nick Gould and Philippe Toint.
It is based on a version of an implementation given by M.G. Breitfeld - D.F. Shanno and K. Schittkowski.