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NLPQLP
TOMLAB /NLPQLP provides an interface between The MathWorks' MATLAB and the NLPQLP solver from Klaus Schittkowski.
NLPQLP solves general dense nonlinear mathematical programming problems with equality and inequality constraints. It is assumed that all problem functions are continuously differentiable.
Solver Algorithm
The internal algorithm is a sequential quadratic programming (SQP) method. Proceeding from a quadratic approximation of the Lagrangian function and a linearization of the constraints, a quadratic subproblem is formulated and solved by dual code. Subsequently a line search is performed with respect to two alternative merit functions and the Hessian approximation is updated by the modified BFGS-formula.
For more information about TOMLAB /NLPQL see the TOMLAB /NLPQL User's Guide.
For user's guides to all TOMLAB products see the Manual section.
Main features
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NLPQLP
is integrated with the TOMLAB graphical user interface
and the TOMLAB driver routines.
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NLPQLP
may be used as subproblem solver in the TOMLAB
environment.
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