• Requirements:
  • The software is written in Matlab.
  • It uses quadprog, from the "Optimization Toolbox" of Matlab, as a quadratic problem (QP) solver.
  
  
• Implemented features:
  • the local algorithms (equality and inequality constraints),
  • use of the Hessian of the Lagrangian or a BFGS approximation (its positive definiteness is maintained by the Wolfe line-search when there is no constraint and by the Powell correction otherwise),
  • globalization by linesearch, using a merit function,
  • state constraints of an optimal control setting can be considered, provided there is no inequality constraint and the Newton version of the algorithm is used.
  
  

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A possible collection of test-problems can be found in the Hanging Chain Project, but this one only works with version 0.3 of the software. Another possibility is to download Libopt, which allows you to run SQPlab on the CUTEr collection of test-problems and on the problems of the Hanging Chain Project.