Try alternative HSL solver routines

In GitLab by @mkovari on May 15, 2014, 09:02

HSL has a version of VMCON called VF13. The tar file includes documentation and test files. It seems a little more sophisticated than VMCON:

" Two line search functions are employed because use of the standard line search objective function sometimes causes curved constraint boundaries to be followed very closely, impeding substantial progress. Therefore, the watchdog technique allows a relaxed line search to be used on some iterations. When the relaxed line search is used, constraint violations may increase initially but usually a much better approximation is obtained subsequently. "

Also apparently a more efficient routine for the quadratic subproblem is implemented.

Implementing it would not be trivial, as its mode of operation is not identical to VMCON, but certainly doable. (Note that although the code includes the date 1987, it is identical (apart from the date) to a 1993 version downloaded by Terry Martin in 1998.)

I also think there is a case for trying VF04, which is a completely different algorithm that does not require derivatives.
I have downloaded both and placed tar files in K:\Power Plant Physics and Technology\PROCESS\Solver studies and attached them below.

Some information at https://www.nag.com/content/optcorner-price-derivatives-derivative-free-optimization.

vf04-1.0.0.tar.gz

vf13-1.0.0.tar.gz