constrained optimization problem

[Robert82]

Hello!

I'm looking for a solver (code) for nonlinear constrained optimization problems. My interest especially concerns the Penalty optimization method.
Does anyone know a LAPACK routine that I can use in this case?

Thanks a lot!

Robert

[sven]

Dear Robert,

LAPACK is for the solution of dense and banded linear algebra problems. I am afraid that you will have to look elsewhere for solvers for optimization problems.

Best wishes,

Sven Hammarling.

[as]

Robert,

You may give OPT++ library a tray. Download it from: http://csmr.ca.sandia.gov/opt++/opt++2.4_doc.tgz

This is a nicely documented object oriented C++ library classes, that works quite well for all nonlinear constrained optimization problems (with linear/nonlinear equality and/or inequality constraints).

Several examples are given in the developers web-site for demonstration purposes.
Follow this link: http://csmr.ca.sandia.gov/opt++/opt++2. ... index.html

as