Fernando Alvarruiz and Vicente Hernandez

SLICOT Working Note 2002-3: March 2002.

This paper presents SLICOT and MATLAB interfaces for the FSQP package, which stands for Feasible Sequential Quadratic Programming. The SLICOT interface enables the user to call the FSQP package by means of a subroutine with a SLICOT- compliant calling sequence. By means of the MATLAB interface the user can call the package from MATLAB, defining the problem by means of MATLAB functions. The interfaces could be extended in the future in order to consider other nonlinear programming solvers, although some restructuring of the interfaces would be necessary.