DNOPT (Dense Nonlinear OPTimizer) is a software package for solving small- and medium-scale optimization problems (linear and nonlinear programs) of the form

\[ \begin{align} \min_x \quad & f(x) \\ \text{subject to} \quad & l \le c(x) \le u \\ \end{align} \]

It employs a dense SQP algorithm and is especially effective for nonlinear problems whose functions and gradients are expensive to evaluate. The functions should be smooth but need not be convex. An augmented Lagrangian merit function ensures convergence from an arbitrary point.

  • Written in Fortran 77+

  • Intended for small- to medium-scale problems

  • Interoperability with C, C++, and Matlab

  • For academics and for evaluation purposes, we provide precompiled Matlab mex-files and libraries for a restricted version of DNOPT. Downloads are available here.

What’s New in DNOPT



  • P. E. Gill, M. A. Saunders, Elizabeth Wong. DNOPT User’s Guide for DNOPT: Software for Medium-Scale Nonlinear Programming. CCoM Technical Report 17-3, Center for Computational Mathematics, University of California, San Diego.