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NPSOL
NPSOL
is a
software package
that performs
numerical optimization
. It solves
nonlinear
constrained
problems
using the
sequential quadratic programming
algorithm. It was written in
Fortran
by
Philip
Gill
of
UCSD
and
Walter Murray
,
Michael Saunders
and
Margaret Wright
of
Stanford University
. The name derives from a combination of
NP
for
nonlinear programming
and
SOL
, the
Systems
Optimization
Laboratory
at
Stanford
.