DNOPT (dense nonlinear optimizer)

DNOPT (dense nonlinear optimizer) is Fortran 77 software developed by Prof Philip Gill and Elizabeth Wong (UC San Diego) and Prof Michael Saunders (Stanford). DNOPT is a robust solver for moderate-sized constrained optimization problems involving smooth functions with known gradients and perhaps Hessians. It is economical in its use of function and gradient values and is therefore effective for applications whose function or gradient evaluations are expensive.