N2QP1 (QPB)

The routine N2QP1 (nickname QPB) is designed to minimize strictly convex quadratic function depending on a small or medium number of variables x subject to lower bound constraints (lb <= x). The software combines an active set approach with Cholesky factorizations and uses the gradient projection to accelarate the identification of the active bounds at the solution.

The software is written in Fortran 77. Only the double precision version is currently available. The routine is part of the MODULOPT library and uses its communication protocol (direct communication).

The code is being used in a wave propagation solver, aimed at identifying cracks in a solid body.

Last available version: 0.9, February 2003.

Reference

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    Nathalie Bonte
    INRIA Rocquencourt
    Domaine de Voluceau, BP 105    
    78153 Le Chesnay Cedex, France 
    Phone:  (33) [0]1 39 63 56 21
    Fax:    (33) [0]1 39 63 58 84
    E-mail: Nathalie.Bonte@inria.fr.
    

Author:

J.Ch. Gilbert
INRIA Rocquencourt
Domaine de Voluceau, BP 105    
78153 Le Chesnay Cedex, France 
Phone:  (33) [0]1 39 63 55 24
Fax:    (33) [0]1 39 63 58 84
E-mail: Jean-Charles.Gilbert@inria.fr