NLPMMX - Nonlinear Min-Max Optimization
Version 1.4 (2010)
NLPMMX solves constrained min-max
problems, i.e., nonlinear programs, where the objective function is the maximum
of function values.
In addition there may be any set of equality or inequality
constraints. It is assumed that all individual problem functions
are continuously differentiable.
By introducing one additional variable and additional constraints, the problem
is transformed into a general smooth nonlinear programming problem
which is then solved by the sequential quadratic programming (SQP) code NLPQLP.
NLPMMX is a double precision
FORTRAN subroutine and parameters are
passed through arguments.
- reverse communication
- nonlinear constraints
- bounds and linear constraints remain satisfied
FORTRAN source code (close to F77, conversion to C by f2c possible)
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