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FilterSD is a package of Fortran 77 subroutines for solving nonlinear programming problems and linearly constrained problems in continuous optimization.
It is released as open source code under the Eclipse Public License (EPL).
The code has been written by Roger Fletcher.
The COIN-OR project leader is Frank E. Curtis (

The NLP solver filterSD aims to find a solution of the NLP problem

  min  f(x)
  s.t. l <= (x,c(x)) <= u

where the objective function f(x): R^n --> R and the constraint function c(x): R^n --> R^m are continuously differentiable at points that satisfy the bounds on x.
The code calls the LCP solver glcpd or the QP solver qlcpd.  (The choice between these two solvers can be specified by the user.)
These solvers aim to find a solution of a linearly constrained problem of the form

  min  f(x)
  s.t. l <= (x,A^Tx) <= u

Please see the README.pdf file for instructions on compiling the source code.

This package does not require any Third Party software.


a library for nonlinear optimization written in Fortran







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