OR Practice—The Status of Nonlinear Programming Software: An Update

Abstract

This paper reports on progress in nonlinear programming software since 1979. Developments in the computer industry have had a significant impact on the design of mathematical software and the expectations of users. Microcomputers in particular are changing the software industry to an extent that was not anticipated in the last survey. Continuing refinements in NLP algorithms have enabled users to solve larger and more complicated problems, even some with integer variables. Modeling systems with nonlinear programming capabilities have now become available. Interest and improvements in computational experimentation have increased the rigor and objectivity of studies assessing software quality. This report surveys these important developments and speculates on the future.