# Welcome to the filterSD home page

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

## Purpose

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

## About

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.