SLEQP: an open-source package for nonlinear programming

We present SLEQP, an open source C-package consisting of an active-set method capable of solving large-scale nonlinear programming (NLP) problems based on successive linear programming and equality constrained quadratic programming techniques. The method includes a feasibility restoration phase and second-order corrections (SOCs), achieving robust practical performance. It has also been adapted for the special cases of unconstrained optimization, box-constrained problems, and nonlinear least squares problems and contains interfaces to both Python and MATLAB. To demonstrate the performance of the package, we perform a computational study based on the well-known CUTest suite of NLP problems.