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LANS Publications

"Software for Nonlinearly Constrained Optimization"

S. Leyffer and A. Mahajan

Preprint ANL/MCS-P1768-0610

Preprint Version: [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.