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WORHP : ウィキペディア英語版
WORHP

WORHP, pronounced like the English word "warp", also referred to as eNLP (European NLP solver) by ESA, is a mathematical software library for solving continuous large scale nonlinear optimization problems numerically. The acronym WORHP is sometimes spelled out as "We Optimize Really Huge Problems", its primary intended application. WORHP is a hybrid Fortran and C implementation and can be used from C/C++ and Fortran programs using different interfaces of varying complexity and flexibility. In addition interfaces for the modelling environments MATLAB, CasADi and AMPL exist.〔

== Problem formulation ==
WORHP is designed to solve problems of the form
::: \min_ f(x)
:subject to
::: L \leq \begin x \\ g(x) \end \leq U
with sufficiently smooth functions f:\R^n \to \R (objective) and g:\R^n \to \R^m (constraints) that may be nonlinear, and need not necessarily be convex. Even problems with large dimensions n and m can be solved efficiently, if the problem is sufficiently sparse.
Cases where objective and constraints cannot be evaluated separately, or where constraints can be evaluated element-wise can be exploited by WORHP to increase the computational efficiency.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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