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.
Available solvers:
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.
Copyright © 2002-2014 PENOPT GbR.
All rights reserved.