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.
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.
NPSOL
has been widely used as part of
the NAG Fortran Library.
Description
NPSOL
Prices (US$)
Single
User
Dept
/ Site
University
/ Company - Wide
Academic
$364
$520
$936
Commercial
$4,160
$6,240
$20,800
US
Govt.
$364
US
Govt. Contractor
$1,040
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.
