Description: The solution of the general nonlinear programming problem by means of a subroutine called VMCON is described. VMCON uses an algorithm that solves a sequence of positive-definite quadratic programming sub-problems. Each solution determines a direction in which a one-dimensional minimization is performed. In developing this code, changes in the original implementation were made to make the program easier to use and maintain and to incorporate some recently developed LINPACK subprograms. The current implementation contains extensive in-line documentation; an interface subroutine, VMCON1, with a simplified calling sequence; and print options to aid the user in interpreting results.
Date: July 1980
Creator: Crane, Roger L.; Hillstrom, Kenneth E. & Minkoff, Michael
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