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Software For Nonlinearly Constrained Optimization

  1. Sven Leyffer,
  2. Ashutosh Mahajan

Published Online: 15 FEB 2011

DOI: 10.1002/9780470400531.eorms0570

Wiley Encyclopedia of Operations Research and Management Science

Wiley Encyclopedia of Operations Research and Management Science

How to Cite

Leyffer, S. and Mahajan, A. 2011. Software For Nonlinearly Constrained Optimization. Wiley Encyclopedia of Operations Research and Management Science. .

Author Information

  1. Argonne National Laboratory, Mathematics and Computer Science Division, Argonne, Illinois

Publication History

  1. Published Online: 15 FEB 2011

Abstract

We categorize and survey software packages for solving constrained nonlinear optimization problems, including interior-point methods, sequential linear/quadratic programming methods, and augmented Lagrangian methods. In each case, we highlight the main methodological components and provide a brief summary of interfaces and availability.

Keywords:

  • mathematical programming methods;
  • Newton-type methods, nonlinear programming;
  • interior-point methods;
  • sequential quadratic programming;
  • sequential linear programming