HQP: a solver for sparse nonlinear optimization
HQP is a numerical solver for nonlinearly constrained large-scale optimization. It is intended for optimization programs with sufficient regular sparse structure. Such programs arise e.g. from the numerical treatment of optimal control.
External interfaces allow the formulation of optimization programs based on widely used formats, including also simulation formats.
See also the HQP Project Pages for an overview, literature references and online documentation.
This software is free according to the conditions of the GNU LIBRARY GENERAL PUBLIC LICENSE, Version 2 (see COPYING.LIB).
The distribution contains several other open source software packages that underly copyright and license conditions of their respective authors. The matrix library Meschach is required and has been further developed (see meschach/version.c). Other contained packages are optional and need to be enabled explicitly.