NLPQLY: An Easy-To-Use Fortran Implementation of a Sequential Quadratic Programming Algorithm -
K. Schittkowski, Report, Department of Computer Science, University of Bayreuth (2009)
The Fortran subroutine NLPQLY simplifies the numerical solution of nonlinear programming problems by calling the standard SQP code NLPQLP, where the calling sequence is simplified as much as possible. A user has to provide objective and constraint function values in the same code which calls NLPQLY. Derivatives are internally approximated by forward differences. The usage of the code is documented and illustrated by an example.
To download the report, click here: nlpqly.pdf