We offer computer programs for mathematical optimization, aimed particularly at large-scale problems. They cover areas of

• nonlinear and semidefinite programming: our flagship PENNON will offer a unique opportunity to solve optimization problems with general smooth objective function and combination of standard nonlinear constraints with linear and bilinear matrix inequality constraints. It can also be used only as NLP solver for general (smooth) large-scale nonlinear optimization.
  
  A free open source Matlab code PENLAB can do (almost) everything that PENNON can, just not as fast. PENLAB was developed in cooperation with NAG Ltd.

• bilinear matrix inequalities:  PENBMI is the first available code that (locally) solves optimization problems with bilinear matrix inequality constraints. Together with the YALMIP parser it offers an extremely efficient tool for solving many problems of optimal control.

• linear semidefinite programming: the code PENSDP solves optimization problems with linear matrix inequality constraints. It is one of the most efficient codes available for large-scale sparse problems.

We further develop specialized codes for problems of structural optimization and for the nearest correlation matrix problem. In these area we also offer consultations and development of special-purpose codes. Please contact us for more details.

PENOPT solvers were developed by Michal Kočvara and Michael Stingl; if you have any further questions, contact us.