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filterSD is a software package for solving Nonlinear Programming Problems and Linearly Constrained Problems in continuous optimization.


The NLP solver filterSD aims to find a solution of the NLP problem

  min  f(x)
  s.t. l <= (x,c(x)) <= u

where the objective function f(x): R^n --> R and the constraint function c(x): R^n --> R^m are continuously differentiable at points that satisfy the bounds on x. The code calls the LCP solver glcpd or the QP solver qlcpd. (The choice between these two solvers can be specified by the user.) These solvers aim to find a solution of a linearly constrained problem of the form

  min  f(x)
  s.t. l <= (x,A^Tx) <= u


filterSD is written in Fortran 77 and is released as open source code under the Eclipse Public License (EPL). It is available from the COIN-OR initiative. The code has been written by Roger Fletcher. The COIN project leader is Frank E. Curtis.

Last modified 9 years ago Last modified on Apr 2, 2013 4:06:11 AM