PENNON
is a computer program for solving optimization problems with general
(smooth)
objective, nonlinear equality and inequality constraints and
matrix inequality constraints. It is aimed
at small to large-scale dense and sparse problems. PENNON
has most of the features of PENNLP,
PENSDP
and PENBMI. Current version 1.1.
- First available code for problems with combination of NLP, LMI
and BMI constraints
- Applications in
- general-purpose nonlinear optimization
- systems of equations
- control theory
- economics and finance
- structural optimization
- engineering
- Key features
- aimed at (very) large scale problems
- efficient treatment of different sparsity patterns in problem
data
- robust with respect to feasibility of initial guess
- particularly efficient for large convex problems
- solving BMI and LMI feasibility problems (MATLAB version)
- It can be used as
- MATLAB function with PEN or YALMIP
interface
- stand-alone program with AMPL modelling language interface
(only NLP problems)
- Available as a binary code for major architectures (MS Windows,
Linux,
Sun Solaris, HP-UX, contact us about others)
Copyright © 2002-2014
PENOPT GbR.
All rights reserved.