PENNLP is a computer program for solving general smooth nonlinear optimization problems. It is aimed at small to large-scale dense and sparse problems. Current version 2.2.

• New in version 2.2
• New treatment of equality constraints can significantly accelerate certain problems
• Iterative solution of the Newton system
• Improved robustnes, especially for higly nonconvex problems

• Applications in
• general-purpose nonlinear optimization
• systems of equations
• economics and finance
• structural optimization
• engineering

• Key features
• aimed at (very) large scale problems
• efficient treatment of problem sparsity
• robust with respect to feasibility of initial guess
• particularly efficient for large convex problems

• It can be used as
• MATLAB function with PEN interface
  
• function called from a C or Fortran program with data communication through user-supplied subroutines
  
• stand-alone program with AMPL modelling language interface

• Available as a binary code for major architectures (MS Windows, macOS, Linux)