The NLPQL library includes a sequential quadratic programming (SQP)
optimizer, specified as Dakota’s nlpql_sqp method, for constrained
optimization. The particular implementation used is NLPQLP [Sch04],
a variant with distributed and non-monotone line search. NLPQL
is commercially licensed (available from the author) and not
distributed with public versions of Dakota.
Sandia National Laboratories is a multimission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA-0003525.