slsqp

Modern Fortran Edition of the SLSQP Optimizer

Status

Description

This is an updated version of the SLSQP nonlinear constrained optimization code. It can be used to solve nonlinear programming problems that seek to minimize a scalar performance index subject to nonlinear equality and inequality constraints as well as bounds on the variables.

Updates to the original code include:

It has been translated into free-form source.
It is now thread safe. The original version was not thread safe due to the use of saved variables in one of the subroutines.
It no longer uses obsolescent and non-standard Fortran features. It should now be 100% standard compliant (Fortran 2008).
It now has an easy-to-use object-oriented interface. The slsqp_class is used for all interactions with the solver. Methods include initialize(), optimize(), and destroy().
It includes updated versions of some of the third-party routines used in the original code (BLAS, LINPACK, and NNLS).
Some new features were added to support printing error messages and reporting iterations to the user.
The user can now specify the max and min alpha to use during the line search.
The user can supply a routine to compute the gradients of the objective function and constriants, or allow the code to estimate them using finite differences (backward, forward, or central).
The documentation strings in the code have been converted to FORD format, allowing for nicely formatted documentation to be auto-generated.
A couple of bug fixes noted elsewhere have been applied.

License

The original sourcecode and the modifications are released under a permissive BSD-style license.

Building SLSQP

A FoBiS configuration file (slsqp.fobis) is also provided that can also build the library and examples. Use the mode flag to indicate what to build. For example:

To build all the examples using gfortran: FoBiS.py build -f slsqp.fobis -mode tests-gnu
To build all the examples using ifort: FoBiS.py build -f slsqp.fobis -mode tests-intel
To build a static library using gfortran: FoBiS.py build -f slsqp.fobis -mode static-gnu
To build a static library using ifort: FoBiS.py build -f slsqp.fobis -mode static-intel

The full set of modes are: static-gnu, static-gnu-debug, static-intel, static-intel-debug, shared-gnu, shared-gnu-debug, shared-intel, shared-intel-debug, tests-gnu, tests-gnu-debug, tests-intel, tests-intel-debug

To generate the documentation using ford, run: FoBis.py rule --execute makedoc -f slsqp.fobis

To run the test programs, run: FoBis.py rule --execute tests -f slsqp.fobis

Development

Development continues on GitHub.

Documentation

The latest API documentation can be found here. This was generated from the source code using FORD (note that the included build.sh script will also generate these files).

References

Original sourcecode at NETLIB
D. Kraft, "A software package for sequential quadratic programming", Technical Report DFVLR-FB 88-28, Institut für Dynamik der Flugsysteme, Oberpfaffenhofen, July 1988.
D. Kraft, "Algorithm 733: TOMP--Fortran modules for optimal control calculations," ACM Transactions on Mathematical Software, Vol. 20, No. 3, p. 262-281 (1994).

missiondesignsolutions / slsqp