Mathematical software | Mathematical optimization software

WORHP

WORHP (/wɔːrp/ "warp", an acronym for "We Optimize Really Huge Problems"), also referred to as eNLP (European NLP solver) by ESA, is a mathematical software library for numerically solving large scale continuous nonlinear optimization problems. WORHP is a hybrid Fortran and C implementation and can be used from C/C++ and Fortran programs using different interfaces of varying complexity and flexibility. There are also interfaces for the MATLAB, CasADi and AMPL modelling environments. (Wikipedia).

WORHP
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Automatic differentiation | Jacobian matrix and determinant | MATLAB | CasADi | ASTOS | Derivative | Gradient | Sequential quadratic programming | AMPL | Sparse matrix | Multidisciplinary design optimization | Nonlinear programming | Hessian matrix