OPTIMA Library

From NEOS

OPTIMA Library

Unconstrained optimization, constrained optimization, sensitivity analysis

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The following routines are all written in Fortran 77 and were produced at the Numerical Optimization Centre, Hatfield, UK in the 1980s and 90s. They are not designed to for large-scale optimization but have proved robust on small to medium-scale highly nonlinear problems. The codes are all small and have performed reliably on a variety of applications. They are freely available for academic use.

OPVM --- Unconstrained optimization, unstructured objective function; suitable for small problems.

OPVMB --- Optimization subject to simple bounds.

OPLS --- Unconstrained nonlinear least squares.

OPNL --- Nonlinear equations, by minimizing sum of squares of the residuals.

OPCG --- Nonlinear conjugate gradient method.

OPODEU --- Unconstrained optimization problems by tracing the solution curve of a system of ODEs (homotopy method).

OPTNHP --- Unconstrained optimization using the truncated Newton method; no Hessian storage or calculation required.

OPRQP --- Sequential quadratic programming, but superseded by the OPXRQP routine.

OPXRQP --- A more efficient implementation of sequential quadratic programming; uses the EQP variant.

OPSQP --- Another implementation of sequential quadratic programming, but uses the IQP variant, which gives rise to inequality-constrained subproblems.

OPALQP --- Similar to OPSQP, but uses an augmented Lagrangian line search function.

OPSMT --- Nonlinear programming, using a SUMT technique.

OPIPF --- Sequential minimization of a sequence of augmented Lagrangians.

OPODEC --- Homotopy method: traces the solution curve of a system of ODEs.

OPSEN --- Tests the sensitivity of the objective function around the optimal point of an unconstrained problem.

OPSEC --- Like OPSEN, but for the solution of a constrained problem.

Software is written in Fortran 77.

Need more info? Contact:

Dr. M. C. Bartholomew-Biggs Numerical Optimisation Center Hatfield, Hertfordshire AL10 9AB United Kingdom

Reference: OPTIMA Manual, Numerical Optimisation Center, University of Hertfordshire, UK, July 1989.