NPSOL

NPSOL is a software package that performs numerical optimization. It solves nonlinear constrained problems using the sequential quadratic programming algorithm. It was written in Fortran by Philip Gill of UCSD and Walter Murray, Michael Saunders and Margaret Wright of Stanford University. The name derives from a combination of NP for nonlinear programming and SOL, the Systems Optimization Laboratory at Stanford.

References

Gill, Philip; Murray, Walter; Saunders, Michael; Wright, Margaret (4 June 2001), "User's Guide for NPSOL 5.0: A Fortran Package for Nonlinear Programming", Technical Report SOL 86-6, http://www.ccom.ucsd.edu/~peg/papers/npdoc.pdf 

External links

• Description of NPSOL on the Stanford Business Software, Inc. website.