Publications

S. Leyffer and A. Mahajan, "Software for Nonlinearly Constrained Optimization," Preprint ANL/MCS-P1768-0610, June 2010. [pdf]

We categorize and survey software packages for solving constrained nonlinear optimization problems, including interior-point methods, sequential linear/quadratic programming methods, and augmented Lagrangian methods. In each case we highlight the main methodological components and provide a brief summary of interfaces and availability.