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!

CategoryOpen Source
Author Prof. Roger Fletcher
License Eclipse Public License
Home Page FilterSD Home Page
Download Page FilterSD Tarball Directory
MEX InterfaceOPTI Version Supplied
Pre-Requisites MKL
Version Supplied1.0

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!