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NLPL1: A Fortran Implementation of an SQP-Algorithm for
Minimizing Sums of Absolute Function Values -
User's Guide
K. Schittkowski, Report, Department of Computer Science, University of Bayreuth (2007)
The Fortran subroutine NLPL1 solves constrained nonlinear programming problems, where the sum of absolute nonlinear function values is to be minimized. It is assumed that all functions are continuously differentiable. By introducing additional variables and nonlinear inequality constraints, the problem is transformed into a general smooth nonlinear program subsequently solved by the sequential quadratic programming (SQP) code NLPQLP. The usage of the code is documented, and two illustrative examples are presented.
To download the report, click here: nlpl1.pdf