User's guide for NPSOL (version 4.0): a Fortran package for nonlinear programming
Stanford University. Dept. of Operations Research. Systems Optimization Laboratory, P. E. Gill, Walter Murray, Michael A. Saunders, Margaret H. Wright, United States. Dept. of Energy, National Science Foundation (U.S.), United States. Office of Naval Research, United States. Army Research Office
Stanford University, Dept. of Operations Research, Systems Optimization Laboratory, 1986 - Nonlinear programming - 54 pages
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algorithm array of dimension auon BIGBND BL(j bounds and linear call to NPSOL central differences Cholesky factor CJAC CLAMDA components computed CONFUN constraint gradients default values defined Derivative Level dimension at least DOUBLE PRECISION Euclidean norm feasible point final iterate Fortran Gill inequality constraint INFORM initial working set Input INTEGER ISTATE Iteration Limit Jacobian elements Jacobian matrix Lagrange multipliers Lagrangian LENIW LENW linear constraints Linear Feasibility Tolerance linesearch lower bound LSSOL major iteration Major Print Level MCHPAR minor iteration MODE NCLIN NCNLN NEEDC Nolist nonlinear constraints Nonlinear Feasibility Tolerance Nonlinear Programming Norm Gz NPOPTN NROWA NROWJ NSTATE objective and constraint objective function objective gradient OBJF OBJGRD optional parameter options file predicted active set problem projected gradient QP subproblem quadratic programming quasi-Newton real array routines search direction Section 5.2 sequential quadratic programming solution source files specified Stanford subroutines OBJFUN update upper bound vector Verify Level zero