Back DFNLP: A Fortran Implementation of an SQP-Gauss-Newton Algorithm -
User's Guide, Version 2.0

K. Schittkowski, Report, Department of Computer Science, University of Bayreuth (2005)

The Fortran subroutine DFNLP solves constrained nonlinear programming problems, where the objective function is of the form

  • sum of squares of function values
  • sum of absolute function values
  • maximum of absolute function values
  • maximum of functions
It is assumed that all individual problem functions are continuously differentiable. By introducing additional variables and constraints, the problem is transformed into a general smooth nonlinear program which is then solved by the SQP code NLPQLP, the most recent version with non-monotone line search. For the least squares formulation, it can be shown that typical features of special purpose algorithms are retained, i.e., a combination of a Gauss-Newton and a quasi-Newton search direction. In this case, the additionally introduced variables are eliminated in the quadratic programming subproblem, so that calculation time is not increased significantly. Some comparative numerical results are included, the usage of the code is documented, and an illustrative example is presented.

To download the report, click here: dfnlp.pdf