A computer code for solving medium sized non-linear programming problems by the method of feasible directions.

Abstract

A computer code, FEASBL, is developed to maximize a non-linear objective function over a convex feasible region. The feasible region is defined by a set of non-linear and linear constraints on the variables. FEASBL can solve problems involving up to fifty variables with a feasible region formed by up to fifty non-linear constraints, and fifty linear constraints. FEASBL uses a feasible direction method as its solution algorithm.