  SOLNP+ is a derivative-free solver for constrained nonlinear optimization. It
starts from SOLNP proposed in 1989 by Ye Ye with the main idea that uses finite
difference to approximate the gradient. We incorporate the techniques of
implicit filtering, new restart mechanism and modern quadratic programming
solver into this new version with an ANSI C implementation. The algorithm
exhibits a great advantage in running time and robustness under noise compared
with the last version by MATLAB. SOLNP+ is free to download at
https://github.com/COPT-Public/SOLNP_plus.
