NPSOL is a software package that performs numerical optimization. It solves nonlinear constrained problems using the sequential quadratic programming

Sequential quadratic programming

Sequential quadratic programming is an iterative method for nonlinear optimization. SQP methods are used on problems for which the objective function and the constraints are twice continuously differentiable....

 algorithm. It was written in Fortran

Fortran

Fortran is a general-purpose, procedural, imperative programming language that is especially suited to numeric computation and scientific computing...

 by Philip Gill of UCSD and Walter Murray, Michael Saunders and Margaret Wright of Stanford University

Stanford University

The Leland Stanford Junior University, commonly referred to as Stanford University or Stanford, is a private research university on an campus located near Palo Alto, California. It is situated in the northwestern Santa Clara Valley on the San Francisco Peninsula, approximately northwest of San...

. The name derives from a combination of NP for nonlinear programming

Nonlinear programming

In mathematics, nonlinear programming is the process of solving a system of equalities and inequalities, collectively termed constraints, over a set of unknown real variables, along with an objective function to be maximized or minimized, where some of the constraints or the objective function are...

and SOL, the Systems Optimization Laboratory at Stanford.

External links

• Description of NPSOL on the Stanford Business Software, Inc. website.