PENOPT is a set of computer programs for mathematical optimization and related specialized optimization programs. Our goal is to develop a unified approach to problems of nonlinear programming (NLP) and (linear and nonlinear) semidefinite programming (SDP). The solvers are based on a generalized Augmented Lagrangian method combined with the Trust Region algorithm.

PENNON - a solver for convex and nonconvex large scale nonlinear programming problems with vector and matrix variables and matrix inequality constraints. It can be used as

• MATLAB function with PEN or YALMIP interface
• stand-alone program with AMPL interface (only NLP problems)

NEW: PENLAB - a younger brother of PENNON, it can solve all types of problems that PENNON can. PENLAB was developed in cooperation with NAG Ltd. Main features:

• it is free (under GPLv3.0 license) and open source
  
• written fully in MATLAB
• YALMIP compatibility for LMI and BMI
• AMPL interface for pure NLP problems
• many pre-programmed applications
  

PENSDP is a solver for linear semidefinite programming problems. It is aimed at large-scale dense and sparse SDP problems. It can be used as

• stand-alone program with input file in the sparse SDPA input format
• MATLAB function with PEN or YALMIP interface (SDPA-to-PEN interface available)
• routine called from a C or Fortran program with data communication through parameters

PENBMI - a solver for optimization and feasibility problems with quadratic objective function and linear and bilinear matrix inequalities. It can be used as

• MATLAB function with PEN or YALMIP interface
• routine called from a C or Fortran program with data communication through parameters

PENFMO - a code for Free Material Optimization. Computes optimal material distribution/properties in an arbitrary two- and three-dimensional domain under single and multiple load conditions. Used as a stand-alone program.