Docket #: S83-042
NPSOL (R)
NPSOL 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.
Applications
- 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.
Advantages
- Portable code (Fortran 77). Matlab interface included. CUTE interface available.
- 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.
Publications
- P. E. Gill, W. Murray, M. A. Saunders and M. H. Wright, User's Guide for NPSOL (Version 4.0): a Fortran package for nonlinear programming, Report SOL 86-2, Systems Optimization Laboratory, Stanford University (1986).
- P. E. Gill, W. Murray, M. A. Saunders and M. H. Wright, Some theoretical properties of an augmented Lagrangian merit function, in P. M. Pardalos (ed.), Advances in Optimization and Parallel Computing, North-Holland, Amsterdam, 101--128 (1992).
Licensing Information:
Tier 1 and Tier 2 licenses for in-house use (academic and commercial respectively) are handled by SBSI:
Stanford Business Software, Inc.
2672 Bayshore Parkway, Suite 304
Mountain View, CA 94043
(650) 962-8719
(650) 962-1869 Fax
Ms Radhika Thapa, Manager, Software Distribution
sales@SBSI-SOL Optimize.com
Tier 3 agreements for applications involving resale of SOL software as part of a larger package are negotiated by OTL
(see below).
See SOL Optimization Software for an overview of available optimization packages.