sqpfiltertoolbox
The sqpfiltertoolbox implements different sequential-quadratic and sequential-linear programming methods for general nonlinear optimization problems in Fortran 90. The user can choose from different line-search strategies with merit functions or filter techniques to achieve convergence from arbitrary starting points. Derivatives can be provided by the user or are approximated automatically by finite difference approximations. In addition, a parametric sensitivity analysis can be performed. The code is designed for small-scale to medium-scale dense problems.
sqpfiltertoolbox (sparse)
This is the sparse version of the sqpfiltertoolbox, which is designed for large-scale and sparse problems. It is still under development and written in Fortran 90.
sqptoolbox
The sqptoolbox is the C++ version of the sqpfiltertoolbox without filter methods. The user can choose from different line-search strategies with merit functions to achieve convergence from arbitrary starting points. Derivatives can be provided by the user or are approximated automatically by finite difference approximations. The code is designed for small-scale to medium-scale dense problems.
WORHP
WORHP is a software package for large-scale and sparse nonlinear optimization problems. It was initially developed by the working groups of Prof. Christof Büskens (University of Bremen) and Prof. Matthias Gerdts (University of the Bundeswehr Munich) with funding from ESA and DLR. It is available under this link.