Publisher's description

"Nonlinear Constrained Optimization"

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.

Requirements: MS Access 2007 runtime version, included

Download EASY-OPT Express 2.0 (53.73 MB)

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