Docket #: S97-127

QPOPT (TM)

QPOPT is a software package for solving dense linear and quadratic programs. If the quadratic objective function is convex (definite or semidefinite), 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.

Applications

General-purpose dense linear programming. Convex or non-convex quadratic programming.
Engineering, Economics, Finance.

Advantages

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).

Publications

P. E. Gill, W. Murray and M. A. Saunders, User's guide for QPOPT 1.0: A Fortran package for quadratic programming, Report SOL 95-4, Systems Optimization Laboratory, Stanford University (1995). (Same as Report NA 95-1, Dept of Mathematics, University of California, San Diego, 1995).

Licensing Information:

Tier 1 and Tier 2 licenses for in-house use (academic and commercial respectively) are handled by SBSI:

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 SOL Optimization Software for an overview of available optimization packages.