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FSQP Version 2.4 (ISR IP)

ISR intellectual property available to license

André Tits, Jian Zhou

FSQP™ 2.4 is a set of Fortran subroutines for the minimization of the maximum of a set of smooth objective functions (possibly a single one) subject to nonlinear smooth inequality constraints, linear inequality and linear equality constraints, and simple bounds on the variables. If the initial guess provided by the user is infeasible, FSQP™ first generates a feasible point; subsequently, the successive iterates generated by FSQP™ all satisfy the constraints. The user has the option of requiring that the maximum value among the objective functions decrease at each iteration after feasibility has been reached (monotone line search). The user must provide subroutines that define the objective functions and constraint functions and may either provide subroutines to compute the gradients of these functions or require that FSQP™ estimate them by forward finite differences.

For more information
If you would like to license this intellectual property, have questions, would like to contact the inventors, or need more information, contact ISR External Relations Director Jeff Coriale at or 301.405.6604.

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June 15, 2007

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For more information, contact ISR External Relations Director
Jeff Coriale at or 301.405.6604.

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