0. Optimal Control II
NLP & OC Solvers
Reza Jamilnia

1. Interior-Point Solvers
Ipfilter
Global Method: penalty
Interfaces: AMPL, C/C++, CUTEr, Java, Matlab, Octave, Python
Language: f77
Website:
Reference:
Ulbrich, M., Ulbrich, S., and Vicente, L. (2004). A globally convergent primal-dual interior-point filter method for nonconvex nonlinear programming. Mathematical Programming, 100:

2. Interior-Point Solvers
IPOPT
Global Method: filter / line search
Interfaces: AMPL, CUTEr, C, C++, f77
Language: C++
Website:
Reference:
Wachter, A. and Biegler, L. T. (2006). On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming. Mathematical Programming, 106(1):25–57.

3. Interior-Point Solvers
KNITRO
Global Method: penalty / trust region / line search
Interfaces: AMPL, GAMS, Mathematica, MATLAB, MPL, C, C++, f77, Java
Language: C
Website:
Reference:
Byrd, R. H., Nocedal, J., and Waltz, R. A. (2006). Knitro: An integrated package for nonlinear optimization. In di Pillo, G. and Roma, M., editors, Large-Scale Nonlinear Optimization, pages 35–59. Springer-Verlag.

4. Interior-Point Solvers
LOQO
Global Method: line search
Interfaces: AMPL, C, MATLAB
Language: C
Website:
Reference:
Vanderbei, R. and Shanno, D. (1999). An interior point algorithm for nonconvex nonlinear programming. COAP, 13:231–252.

5. SQP Solvers FilterSQP Global Method: filter / trust region
Interfaces: AMPL, CUTEr, f77
Language: f77
Website:
Reference:
Fletcher, R. and Leyffer, S. (1998). Usermanual for filterSQP. Numerical Analysis Report NA/181, University of Dundee.

6. SQP Solvers NLPQLP Global Method: line search
Interfaces: C, f77, MATLAB
Language: f77
Website:
Reference:
Schittkowski, K. (1985). NLPQL: A Fortran subroutine for solving constrained nonlinear programming problems. Annals of Operations Research, 5:485–500.

7. SQP Solvers NPSOL Global Method: penalty Lagrangian / line search
Interfaces: AIMMS, AMPL, GAMS, MATLAB, C, C++, f77
Language: f77
Website:
Reference:
Gill, P., Murray, W., Saunders, M., and Wright, M. (1998). User’s guide for NPSOL Version 5.0: A Fortran package for nonlinear programming. Report SOL 86-1, Dept. of Mathematics, University of California, San Diego.

8. SQP Solvers SNOPT Global Method: penalty Lagrangian / line search
Interfaces: AIMMS, AMPL, GAMS, MATLAB, C, C++, f77
Language: f77
Website:
Reference:
Gill, P., Murray, W., and Saunders, M. (2006a). User’s guide for SNOPT Version 7: Software for Large-Scale Nonlinear Programming. Report, Dept. of Mathematics, University of California, San Diego.

9. SQP Solvers SQPlab Global Method: penalty Lagrangian / line search
Interfaces: MATLAB
Language: MATLAB
Website:
Reference:
Gilbert, J. C. (2009). SQPlab A MATLAB software for solving nonlinear optimization problems and optimal control problems. Technical report, INRIA Rocquencourt, BP 105, F Le Chesnay Cedex, France.

10. NEOS Server NEOS (Network-Enabled Optimization System)
- The NEOS Server is a free internet-based service for solving optimization problems.
- The NEOS Server offers a simple approach for solving a wide variety of optimization problems and provides several interfaces for accessing the solvers.
- After a user selects a solver and provides a description of the optimization problem, the NEOS Server determines the additional information required by the solver, links the optimization problem with the solver, and returns a solution upon completion.

11. NEOS Server NEOS Solvers for Nonlinearly Constrained Optimization:
CONOPT [AMPL Input][GAMS Input]
FILTER [AMPL Input]
IPOPT [AMPL Input][GAMS Input]
KNITRO [AMPL Input][GAMS Input]
LANCELOT [AMPL Input]
LOQO [AMPL Input]
LRAMBO [C Input]
MINOS [AMPL Input][GAMS Input]
MOSEK [AMPL Input][GAMS Input]
PATHNLP [GAMS Input]
SNOPT [AMPL Input][GAMS Input]

12. Optimal Control Solvers
GPOPS
PROPT
DIDO
PSOPT
ACADO
BOCOP
RIOTS
DIRCOL
ASTOS
OTIS otis.grc.nasa.gov/