A work in progress to create a modern Fortran version of the filterSD optimization method.
Author: Roger Fletcher, University of Dundee, Scotland
FilterSD is a package of Fortran 77 subroutines for solving nonlinear programming problems and linearly constrained problems in continuous optimization.
Please see the README.pdf file for instructions on compiling the source code.
This package does not require any Third Party software.
The user needs to choose whether to use a sparse matrix or dense matrix data structure. To solve an NLP using a sparse matrix data structure, the subroutines in the following files are required
filterSD.f, checkd.f, glcpd.f, l1sold.f, shared.f, schurQR.f, sparseA.f, util.f
together with a user supplied driver program.
The file schurQR.f implements a Schur complement scheme for sparse matrix updates. This replaces an a previous file sparseL.f implementing Fletcher-Matthews updates, which is also included in the distribution. These files are interchangeable.
To solve an NLP using a dense matrix data structure, the subroutines in the following files are required
filterSD.f, checkd.f, glcpd.f, l1sold.f, shared.f, denseL.f, denseA.f, util.f
together with a user supplied driver program.
To solve an LCP using a sparse matrix data structure, the subroutines in the following files are required
glcpd.f, checkg.f, shared.f, schurQR.f, sparseA.f, util.f
together with a user supplied driver program.
To solve an LCP using a dense matrix data structure, the subroutines in the following files are required
glcpd.f, checkg.f, shared.f, denseL.f, denseA.f, util.f
together with a user supplied driver program.
Information on how to set up the driver program is contained in the files filterSD.pdf and glcpd.pdf. Examples of driver programs are provided in the files hs106.f, hs106d.f, hs72.f and hs72d.f. To solve a QP or LP, replace glcpd.f by qlcpd.f in the above. Usage of qlcpd.f is described at the head of the file and is similar to that for glcpd.f. To facilitate access to CUTEr NLP test problems, a driver program driver.f and associated subroutines in the file user.f is provided.
The latest API documentation can be found here. This was generated from the source code using FORD.