Back NLPL1

Nonlinear L1 - Optimization

Version 2.4 (2010)

Purpose

NLPL1 solves constrained nonlinear optimization problems, where the objective function is the sum of absolute function values. In addition there may be any set of equality or inequality constraints. It is assumed that all individual problem functions are continuously differentiable.

Numerical Method

The problem is transformed into a general smooth nonlinear programming problem which is then solved by the sequential quadratic programming (SQP) code NLPQLP.

Program Organization

NLPL1 is a double precision FORTRAN subroutine and parameters are passed through arguments.

Special Features

  • reverse communication
  • nonlinear constraints
  • bounds and linear constraints remain satisfied
  • FORTRAN source code (close to F77, conversion to C by f2c possible)

Applications

NLPL1 is part of the interactive data fitting system EASY-FIT which contains now 1,300 test examples.

Reference