QPOPT Optimization Software

F-MEX files are distributed with QPOPT. These are Fortran 77 links to MATLAB. (Currently they are for Unix systems. Inevitably, PC versions will be "similar but different".)

Hardware / Software / Interface

QPOPT is implemented in Fortran 77 and distributed as source code. It is intended for any machine with a reasonable amount of memory and a Fortran compiler. It may be called from a driver program (typically in Fortran, C or MATLAB). QPOPT may also be used as a stand-alone package.

If your quadratic is positive definite or semi definite (typically x'A'Ax + linear terms) you may want to consider .

The quadratic form x'Qx is defined by a user routine that computes Qx for a given vector x. (Hence some advantage arises if Q is sparse.) Linear constraints and bounds on the variables are treated separately by an active-set method. If the problem has no feasible solution, QPOPT minimizes the sum of the constraint and bound violations.

QPOPT (invented by E. Gill, Walter Murray and Michael A. Saunders) is a software package for solving dense linear and quadratic programs. If the quadratic objective function is convex (definite or semi definite), the solution obtained is a global optimum. For non-convex problems, the solution may be a local optimum or a dead-point (or unbounded).

Country:United States
telephone:1-650856-1695

QPOPT (invented by E. Gill, Walter Murray and Michael A. Saunders) is a software package

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