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NPSOL

swMATH ID: 7420
Software Authors: Gill, P. E.; Murray, W.; Saunders, M. A.; Wright, M. H.
Description: User guide for NPSOL 5.0: Fortran package for nonlinear programming. NPSOL is a set of Fortran 77 subroutines for minimizing a smooth function subject to constraints, which may include simple bounds on the variables, linear constraints, and smooth nonlinear constraints. The user provides subroutines to define the objective and constraints functions and (optionally) their first derivatives. NPSOL is not intended for large sparse problems, but there is no fixed limit on problem size. NPSOL uses a sequential quadratic programming (SQP) algorithm, in which each search direction is the solution of a QP subproblem. Bounds, linear constraints, and nonlinear constraints are treated separately. Hence it is especially effective if the objective or constraint functions are expensive to evaluate.
Homepage: http://www.stanford.edu/group/SOL/npsol.htm
Programming Languages: Fortran
Related Software: SNOPT; AMPL; OTIS; LANCELOT; MINOS; Matlab; NLPQL; Ipopt; KNITRO; TOMLAB; DIRCOL; CUTEr; GAMS; SIPAMPL; LOQO; SOCS; L-BFGS; KELLEY; R; QPSOL
Cited in: 146 Documents
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Cited by 271 Authors

7 Gill, Philip E.
7 von Stryk, Oskar
6 Murray, Walter
5 Saunders, Michael A.
4 Monteiro, M. Teresa T.
4 Wright, Margaret H.
3 Barton, Paul I.
3 Floudas, Christodoulos Achilleus
3 Holmström, Kenneth
3 MacDonald, Iain Lachie
3 Schittkowski, Klaus
3 Vaz, A. Ismael F.
2 Arora, Jasbir S.
2 Betts, John T.
2 Björkman, Mattias
2 Bulirsch, Roland Zdeněk
2 Chaloner, Kathryn M.
2 Clyde, Merlise A.
2 Coleman, Thomas F.
2 Coppejans, Mark
2 Fernandes, Edite M. G. P.
2 Filar, Jerzy A.
2 Gallant, A. Ronald
2 Gomes, M. Paula S. F.
2 Hager, William W.
2 Hearn, Donald W.
2 Herzog, Roland
2 Hlaváček, Ivan
2 Johnson, Forrester T.
2 Judd, Kenneth L.
2 Leonard, Michael W.
2 Li, Bin
2 Loxton, Ryan Christopher
2 Mäkinen, Raino A. E.
2 Marcia, Roummel F.
2 Mitchell, Julie C.
2 Polak, Elijah (Lucien)
2 Ray, Asok
2 Rosen, J. Ben
2 Silva, Cândida Elisa P.
2 Singer, Adam B.
2 Thanedar, P. B.
2 Ventura, Jose A.
2 Walther, Andrea
2 Wang, Sheng-Pen
2 Zhao, Yiyuan J.
2 Zucchini, Walter
1 Alonso, Juan J.
1 Antunes, António Sanches
1 Assis, Adilson J.
1 Atkinson, Richard A.
1 Auslender, Alfred
1 Balesdent, Mathieu
1 Banga, Julio R.
1 Bartholomew-Biggs, Michael C.
1 Bates, Timothy C.
1 Bellavia, Stefania
1 Bérend, Nicolas
1 Bersini, Hugues
1 Bhattacharjee, Binita
1 Biazi, Elenice
1 Bieterman, Michael B.
1 Bishop, Richard C.
1 Boker, Steven M.
1 Bongartz, Ingrid
1 Borrelli, Francesco
1 Bosworth, Ken W.
1 Boyd, Stephen Poythress
1 Bradley, Chris P.
1 Bradley, Jonathan N.
1 Brick, Timothy R.
1 Brislawn, Christopher M.
1 Cai, Yongyang
1 Callies, Rainer
1 Carlsson, Fredrik
1 Carroll, Raymond James
1 Carvalho, Ashwin
1 Chaplais, François
1 Chinchalkar, Shirish
1 Chriette, Abdelhamid
1 Chung, Hoam
1 Conn, Andrew Roger
1 Critchley, Frank
1 Dai, Xiaowen
1 Damaren, Christopher John
1 DeMiguel, Victor
1 Dennis, John E. jun.
1 Dépincé, Philippe
1 Der Kiureghian, Armen
1 Di Trapani, Lyall Jonathan
1 Dotzauer, Erik
1 Drud, Arne Stolbjerg
1 Eckert, R. Stephen
1 Edelman, Alan Stuart
1 Egea, Jose A.
1 Ehtamo, Harri
1 El-Alem, Mahmoud M.
1 Eldred, Michael S.
1 Eriksson, Kjell
1 Estabrook, Ryne
...and 171 more Authors
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Cited in 75 Serials

13 Journal of Optimization Theory and Applications
7 Computational Optimization and Applications
6 European Journal of Operational Research
6 Mathematical Programming. Series A. Series B
4 Journal of Computational and Applied Mathematics
4 Journal of Econometrics
4 Journal of Global Optimization
3 Optimal Control Applications & Methods
3 Annals of Operations Research
3 SIAM Journal on Scientific Computing
3 Advanced Modeling and Optimization
2 Computers and Fluids
2 ACM Transactions on Mathematical Software
2 Automatica
2 Optimization
2 Computers & Operations Research
2 Applied Mathematical Modelling
2 International Journal of Computer Mathematics
2 Top
2 European Journal of Control
2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
2 Mathematical Methods of Operations Research
2 Optimization and Engineering
2 Journal of Industrial and Management Optimization
2 Monographs on Statistics and Applied Probability
1 Biological Cybernetics
1 International Journal for Numerical Methods in Fluids
1 Journal of the Franklin Institute
1 Journal of Mathematical Analysis and Applications
1 Psychometrika
1 Journal of Guidance, Control and Dynamics
1 The Annals of Statistics
1 Biometrical Journal
1 Biometrics
1 Computing
1 International Journal for Numerical Methods in Engineering
1 Journal of the American Statistical Association
1 Journal of Statistical Planning and Inference
1 Journal of Urban Economics
1 Mathematical Programming Study
1 Mathematical Programming
1 Networks
1 Operations Research
1 SIAM Journal on Control and Optimization
1 Physica D
1 Statistical Science
1 Computational Mechanics
1 Numerical Methods for Partial Differential Equations
1 Journal of Economic Dynamics & Control
1 Mathematical and Computer Modelling
1 SIAM Journal on Matrix Analysis and Applications
1 Applications of Mathematics
1 Numerical Algorithms
1 Linear Algebra and its Applications
1 SIAM Review
1 ZOR. Zeitschrift für Operations Research
1 International Journal of Robust and Nonlinear Control
1 SIAM Journal on Optimization
1 Engineering Analysis with Boundary Elements
1 Optimization Methods & Software
1 ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Natural Resource Modeling
1 International Journal of Applied Mathematics and Computer Science
1 Quantitative Finance
1 Archives of Computational Methods in Engineering
1 Structural and Multidisciplinary Optimization
1 Discrete Optimization
1 Journal of Shanghai Jiaotong University (Science)
1 GAMM-Mitteilungen
1 Nonconvex Optimization and Its Applications
1 Optimization Letters
1 Mathematical Programming Computation
1 Dynamic Games and Applications
1 International Journal for Uncertainty Quantification
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Cited in 20 Fields

82 Operations research, mathematical programming (90-XX)
50 Numerical analysis (65-XX)
40 Calculus of variations and optimal control; optimization (49-XX)
22 Systems theory; control (93-XX)
17 Statistics (62-XX)
13 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
8 Fluid mechanics (76-XX)
7 Computer science (68-XX)
7 Biology and other natural sciences (92-XX)
5 Mechanics of particles and systems (70-XX)
5 Mechanics of deformable solids (74-XX)
4 Ordinary differential equations (34-XX)
2 Approximations and expansions (41-XX)
2 Probability theory and stochastic processes (60-XX)
1 Linear and multilinear algebra; matrix theory (15-XX)
1 Special functions (33-XX)
1 Partial differential equations (35-XX)
1 Harmonic analysis on Euclidean spaces (42-XX)
1 Geophysics (86-XX)
1 Information and communication theory, circuits (94-XX)

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