Nonlinear Programming Packages

TOLMIN Author M.J.D. Powell
Department of Applied Mathematics and Theoretical Physics,
Silver Street, Cambridge CB3 9EW, England
Language FORTRAN 77
Algorithm Successive Quadratic Programming
Input Format  
Modeling Languages link  
Commercial Status  
Platform Any machine with a reasonable amount of memory and a Fortran compiler.
Remarks TOLMIN is dedicated for minimization of a differentiable function of several variables, subject to linear constraints (equality and/or inequality) and simple bounds on variables. Each search direction is calculated so that it does not intersect the boundary of any inequality constraint that is satisfied and that has a "small" residual at the beginning of the line search. The meaning of "small" depends on a parameter called TOL which is automatically adjusted, and which gives the name of the software.
The software include: quadratic approximations of the objective function whose second derivative matrices are updated by means of the BFGS formula, active sets technique, primal-dual quadratic programming procedure for calculation of the search direction.
References M.J.D. Powell, TOLMIN: A Fortran Package for Linearly Constrained Optimization Calculation, DAMTP, 1989/NA2, June 1989.