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Systems Optimization Laboratory

Stanford University
Dept of Management Science and Engineering (MS&E)

Huang Engineering Center

Stanford, CA 94305-4121  USA

User guide for NPSOL 5.0: Fortran package for nonlinear programming

NPSOL is a set of Fortran 77 subroutines for minimizing a smooth function subject to constraints, which may include simple bounds on the variables, linear constraints, and smooth nonlinear constraints. The user provides subroutines to define the objective and constraints functions and (optionally) their first derivatives. NPSOL is not intended for large sparse problems, but there is no fixed limit on problem size.

NPSOL uses a sequential quadratic programming (SQP) algorithm, in which each search direction is the solution of a QP subproblem. Bounds, linear constraints, and nonlinear constraints are treated separately. Hence it is especially effective if the objective or constraint functions are expensive to evaluate.

P. E. Gill, W. Murray, M. A. Saunders, and M. H. Wright (1986), NPSOL 5.0 User's Guide.