QPOPT (invented by Philip E. Gill, Walter Murray and Michael A. Saunders) is a software package for solving dense linear and quadratic programs. If the quadratic objective function is convex (definite or semi definite), the solution obtained is a global optimum. For non-convex problems, the solution may be a local optimum or a dead-point (or unbounded).

The quadratic form x'Qx is defined by a user routine that computes Qx for a given vector x. (Hence some advantage arises if Q is sparse.) Linear constraints and bounds on the variables are treated separately by an active-set method. If the problem has no feasible solution, QPOPT minimizes the sum of the constraint and bound violations.

If your quadratic is positive definite or semi definite (typically x'A'Ax + linear terms) you may want to consider LSSOL.

Hardware / Software / Interface

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

F-MEX files are distributed with QPOPT. 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.
Implicit definition of the quadratic objective via Qx products.
Warm start capability.
Elastic bounds on variables and constraints (for infeasible problems).
General-purpose dense linear programming.
Convex or non-convex quadratic programming.
Engineering, Economics, Finance.

QPOPT 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 QPOPT.  The usage of QPOPT is governed by a license agreement; to obtain an license agreement and order QPOPT, click here.


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