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, macOS, Linux)