Non-Linear Programming by Quadratic Lagrangian (NLPQL)

From the NLPQL algorithm suite, the NLPQLP implementation is used in optiSLang. This version of NLPQL is specifically tuned to run under distributed systems.

Further information about methods of multidisciplinary optimization used in optiSLang can be found here.

Initialization Options

To access the options shown in the following table, double-click the NLPQL system on the Scenery pane and switch to the NLPQL tab.

OptionDescription
Accuracy
Desired accuracyTolerance by which the Karush-Kuhn-Tucker optimality conditions are considered to be satisfied. For example, if the given tolerance is smaller than the accuracy of function values and gradients then NLPQL may not or may slowly converge. Check if the given tolerance is sufficiently small compared with the initial gradients.
Differentiation schemeMethod for computing numerical gradients. The higher the order of accuracy, the more accurate is the approximation of the numerical derivatives. On the other hand, the higher order derivatives may lead to a less robust iteration due to large noise and/or discontinuities.
Differentiation step sizeSize of the differential interval is given by a relative value that denotes the interval length related to the bounds in percent. With decreasing differentiation step size, you generally obtain a more accurate approximation of the gradient.
Computational aspects
Maximum number of solver runsMaximum allowed number of solver runs. Once the number of solver runs reaches this number, the iteration will be terminated.
Number of parallel line searchesNumber L of parallel solver runs in line search. Set L=1 if a classical iterative line search is requested. L>1 means parallel line search.

Additional Options

This algorithm allows Additional Options.