LSSOL 1.05

LSSOL (invented by Philip Gill, Walter Murray, Michael Saunders and Margaret Wright) is a software package for solving constrained linear least-squares problems and convex quadratic programs (definite or semi definite), including linear programs. Dense matrices are assumed throughout LSSOL is recommended for QP problems whose objective includes a term of the form x'A'Ax for some matrix A (which may be rectangular, square or triangular).

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Hardware / Software / Interface

LSSOL is implemented in Fortran 77 and distributed as source code. It is intended for any machine with a reasonable amount of memory and a Fortran compiler. It may be called from a driver program (typically in Fortran, C or MATLAB).  LSSOL may also be used as a stand-alone package.

F-MEX files are distributed with LSSOL. These are Fortran 77 links to MATLAB. (Currently they are for Unix systems. Inevitably, PC versions will be "similar but different".)

Key Benefits
Portable code (Fortran 77). Matlab interface included.
Numerically stable algorithms.
Warm start capability.
Elastic bounds on variables and constraints (for infeasible problems).
General-purpose dense linear programming and quadratic programming.
Statistics, Economics, Finance.
Least-squares data fitting, Portfolio analysis.
LSSOL is used as a subroutine inside NPSOL to solve a sequence of related quadratic programs, using warm starts.
LSSOL Prices (US$)
Single User
Dept / Site
University / Company - Wide
US Govt.
US Govt. Contractor

Prices / Sales

Academic pricing is for Universities (or institutions that offer degrees for academic work). If NPSOL is ordered, LSSOL need not be ordered separately.   The prices are one-time fees for a perpetual license to use the current version of LSSOL.  The usage of LSSOL is governed by a license agreement.  To obtain an license agreement and order LSSOL, Click here.


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