FILTERSD
FilterSD [Supplied]
FilterSD solves smooth, twice differentiable, nonlinear programs. In addition, it contains both dense and sparse solvers, which allows for large-scale NLPs to be solved (provided you can supply a sparse Jacobian). FilterSD is a local solver only, but is pretty fast!
| Category | Open Source |
| Author | Prof. Roger Fletcher |
| License | Eclipse Public License |
| Home Page | FilterSD Home Page |
| Download Page | FilterSD Tarball Directory |
| MEX Interface | OPTI Version Supplied |
| Pre-Requisites | MKL |
| Version Supplied | 1.0 |
Note I have updated the interface to dynamically allocate memory based on a problem size estimate. However when using the sparse version for really big problems (10,000 variables +) I have seen some crashes. Please report this to me if you find the same issue!