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CHARAF-EDDINE_A_
Beginner
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Equivalent function NCONF/NLQPL

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hello folks!

I am looking for an equivalent function to NCONF/DNCONF which has been defined in the IMSL library. Here is the description of this function:

Solve a general nonlinear programming problem using the successive quadratic programming algorithm and a finite difference gradient.

Call NCONF (FCN, M, ME, N, XGUESS, IBTYPE, XLB, XUB, XSCALE, IPRINT, MAXITN, X, FVALUE)

In nutshell, I have to minimize a multi-variable function knowing that one (or more) condition have to be accomplished.

Thank you in advance.

 

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mecej4
Black Belt
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The currently available subroutine in IMSL with the same functionality is NNLPF. The argument list and the interface for the user-supplied function subroutines are, of course, slightly different.

The current (updated) versions of NLPQLP may be obtained from the author, Professor Schittkowski, at http://www.ai7.uni-bayreuth.de/nlpqlp.htm.

If your problem involves mininizing the sum of squares of a set of functions with, at most, linear constraints, look at TRNLSPBC in MKL.

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5 Replies
Steven_L_Intel1
Employee
64 Views

A comment that NCONF/DNCONF are not in the IMSL we offer due to a third-party licensing restriction. They have been labeled as "deprecated" since IMSL 2.0.

mecej4
Black Belt
65 Views

The currently available subroutine in IMSL with the same functionality is NNLPF. The argument list and the interface for the user-supplied function subroutines are, of course, slightly different.

The current (updated) versions of NLPQLP may be obtained from the author, Professor Schittkowski, at http://www.ai7.uni-bayreuth.de/nlpqlp.htm.

If your problem involves mininizing the sum of squares of a set of functions with, at most, linear constraints, look at TRNLSPBC in MKL.

View solution in original post

Steven_L_Intel1
Employee
64 Views

Do you mean the TRNLSPBC routines? In the MKL index under TR Routines > Nonlinear Least Squares Problem with Linear (Bound) Constraints

CHARAF-EDDINE_A_
Beginner
64 Views

YES, I found it. Unfortunately, I have to deal with non linear constraints...

Steven_L_Intel1
Employee
64 Views

I'm moving this to the MKL forum.

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