Systems Optimization Laboratory
Stanford, CA 94305-4121 USA
User guide for NPSOL 5.0:
Fortran package for nonlinear programming
NPSOL is a set of Fortran 77 subroutines for minimizing a smooth
function subject to constraints, which may include simple bounds
on the variables, linear constraints, and smooth nonlinear constraints.
The user provides subroutines to define the objective and constraints
functions and (optionally) their first derivatives.
NPSOL is not intended for large sparse problems, but there is
no fixed limit on problem size.
NPSOL uses a sequential quadratic programming (SQP) algorithm,
in which each search direction is the solution of a QP subproblem.
Bounds, linear constraints, and nonlinear constraints are treated
separately. Hence it is especially effective if the objective or
constraint functions are expensive to evaluate.
P. E. Gill, W. Murray, M. A. Saunders, and M. H. Wright (1986),
NPSOL 5.0 User's Guide.