EASY-OPT Express

The software system allows to solve constrained nonlinear programming problems by an efficient sequential quadratic programming (SQP) method. A nonlinear objective function is to be minimized subject to nonlinear equality or inequality constraints. The mathematical method represents the scientific state-of-the-art.Model functions are defined in a modeling language called PCOMP and are interpreted and evaluated during runtime. It is assumed that all nonlinear functions are differentiable. Gradients are computed automatically. EASY-OPT Express is particularly useful for classroom exercises of optimization courses or to become familiar with optimization routines before starting a real life implementation. The mathematical theory of the algorithm is described in the documentation and the usage of the system is outlined in detail.

Whats new in this version:

integer variables