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TANGO Project - ALGENCAN

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company name:
Ernesto G. Birgin
license: Free
minimum requirements: MATLAB 7.3 (R2006b)
functional limitations:
TANGO Project - ALGENCAN description
TANGO Project web page: http://www.ime.usp.br/~egbirgin/tango/ALGENCAN: Fortran code for general nonlinear programming that does not use matrix manipulations at all and, so, is able to solve extremely large problems with moderate computer time. The general algorithm is of Augmented Lagrangian type and the subproblems are solved using GENCAN. GENCAN (included in ALGENCAN) is a Fortran code for minimizing a smooth function with a potentially large number of variables and box-constraints. ALGENCAN has interfaces with AMPL, C/C++, CUTEr, Matlab, Python, Octave and R (statistical computing).
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