Constrained Optimization, Nonlinear Programming (NLP)

The premier solver for sparse NLP problems are TOMLAB /SNOPT and TOMLAB /KNITRO. KNITRO is preferred only if second derivatives can be supplied. For dense problems TOMLAB /NPSOL or the new TOMLAB /DNOPT is recommended. TOMLAB /MINOS, and TOMLAB /OQNLP also solve constrained nonlinear programs. PDCO in TOMLAB Base Module handle nonlinear problems with linear constraints only. TOMLAB /LGO is suitable for smaller dense problems.