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"These days, even the most pure and abstract mathematics is in danger to be applied."
- Anonymous

Decision Tree for Nonsmooth Optimization Software

SolvOpt (Solver for local nonlinear optimization problems) is an implementation of Shor's r-algorithm by A. Kuntsevich and F. Kappel. In SolvOpt one can select to use either original subgradients or difference approximations of them (i.e. the user does not have to code difference approximations but to select one parameter to do this automatically). The constraints are taken into account by the method of exact penalization. The MatLab, C and Fortran source codes for SolvOpt are available for downloading.

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