NLP Software
National Science Foundation
Support Gratefully Acknowledged
William Hager and Hongchao Zhang
SuiteOPT Version 2.0.3,
February 17, 2022 (polyhedral constrained optimization, gradient-based methods, include PASA)
Source code for PPROJ Version 1.0,
January 9, 2015 (project a point on a polyhedron)
Source code for Polyhedral Test Problems,
January 9, 2015 (netlib polyhedra with CPLEX presolve)
Source code for Projected Cyclic Barzilai-Borwein method (Matlab code),
April 20, 2024 (solve problems with both bound and singly linear constraints
using projected cyclic Barzilai-Borwein method).
Source code for BLG Version 1.3,
May 25, 2014 (solve problems with bound and
linear constraints using gradient methods:
gradient projection, affine scaling, or Frank-Wolfe).
Source code for ASL Version 2.0,
June 16, 2010 (affine scaling method,
linear constraint, bound constraints)
Source code for SVM Version 1.0,
September 30, 2010 (affine scaling method,
for supporting vector machine problems)
Source code for SSM Version 1.1,
September 25, 2009 (sequential subspace method for
sphere constrained optimization)
Source code for ASA_CG Version 4.0 (C and Matlab code),
May 30, 2020 (nonlinear optimization with bound constraints) New: function, gradient and Hessian can be coded in MATALB.
Source code for CG_DESCENT Version 6.8 (C and Matlab code),
March 7, 2015 (unconstrained optimization) New: function and gradient can be coded in MATLAB.
Source code for CG_DESCENT Version 1.4 (Fortran code),
November 14, 2005 (unconstrained optimization, not maintained anymore)
Source code for DFBOLS: a Derivative-Free algorithm for Box constrained Least-Squares minimization is available by email request
Software Archive
GNU GENERAL PUBLIC LICENSE