PENNLP
is a computer program for solving general smooth nonlinear optimization
problems. It is aimed
at small to large-scale dense and sparse problems. Current version 2.2.
- New in version 2.2
- New treatment of equality constraints can significantly accelerate certain problems
- Iterative solution of the Newton system
- Improved robustnes, especially for higly nonconvex problems
- Applications in
- general-purpose nonlinear optimization
- systems of equations
- economics and finance
- structural optimization
- engineering
- Key features
- aimed at (very) large scale problems
- efficient treatment of problem sparsity
- robust with respect to feasibility of initial guess
- particularly efficient for large convex problems
- It can be used as
- MATLAB function with PEN interface
- routine called from a C or Fortran program with data
communication through user-supplied subroutines
- stand-alone program with AMPL modelling language interface
- Available as a binary code for major architectures (MS Windows,
Linux,
Sun Solaris, HP-UX, contact us about others)
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PENOPT GbR.
All rights reserved.