NPSOL (invented by Philip Gill, Walter Murray, Michael Saunders and Margaret Wright) is a software package for solving constrained optimization problems (nonlinear programs). It employs a dense SQP algorithm and is especially effective for nonlinear problems whose functions and gradients are expensive to evaluate. The functions should be smooth but need not be convex. An augmented Lagrangian merit function ensures convergence from an arbitrary point.

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Hardware / Software / Interface

NPSOL 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).  NPSOL may also be used as a stand-alone package. 

F-MEX files are distributed with NPSOL. 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. CUTE interface available from
Philip Gill
Numerically stable algorithms. Global convergence.
Needs only first derivatives. Can estimate them by differences.
Automatic computation of finite difference intervals if necessary.
Warm start capability.
General-purpose nonlinear programming.
Engineering, Economics.
Trajectory optimization, Optimal control, Robotics, Engineering design.
NPSOL has been widely used as part of the NAG Fortran Library.
NPSOL 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).  The prices are one-time fees for a perpetual license to use the current version of NPSOL.  An NPSOL order automatically includes LSSOL. If NPSOL is not needed, LSSOL may be ordered as a separate package at a lower cost. The usage of NPSOL is governed by a license agreement.  To obtain an license agreement and order NPSOL, Click here.


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