SQPpro - A solver of nonlinear optimization problems, using an SQP approach - Inria - Institut national de recherche en sciences et technologies du numérique
Rapport (Rapport Technique) Année : 2009

SQPpro - A solver of nonlinear optimization problems, using an SQP approach

Résumé

SQPpro is a piece of software that aims at solving a nonlinear optimization problem with nonlinear equality and inequality constraints. The functions defining the problem must be at least once differentiable. The implemented algorithm uses an SQP approach, which is a workable version of the Newton and quasi-Newton methods. The quadratic optimization that has to be solved at each iteration uses the solver QPAL. The constraint Jacobian matrices can be strored in dense or sparse structures; in addition the Hessian of the Lagrangien can be approximated by the BFGS (dense) or $\ell$-BFGS (sparse) formula. SQPpro is written in Fortran-2003.
Fichier principal
Vignette du fichier
RT-0378.pdf (393.59 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

inria-00442314 , version 1 (19-12-2009)

Identifiants

  • HAL Id : inria-00442314 , version 1

Citer

Jean Charles Gilbert. SQPpro - A solver of nonlinear optimization problems, using an SQP approach. [Technical Report] RT-0378, INRIA. 2009, pp.24. ⟨inria-00442314⟩
202 Consultations
177 Téléchargements

Partager

More