Since its popularization in the late 1970s, Sequential Quadratic Programming (SQP) has arguably become the most successful method for solving nonlinearly constrained optimization problems. As with most optimization methods, SQP is not a single algorithm, but rather a conceptual method from which numerous specific algorithms have evolved. Backed by a solid theoretical and computational foundation, both commercial and public-domain SQP algorithms have been developed and used to solve a remarkably large set of important practical problems. Recently large-scale versions have been devised and tested with promising results.

In this paper, we describe ODRPACK, a software package for the weighted orthogonal distance regression problem. This software is an implementation of the algorithm described in [2] for finding the parameters that minimize the sum of the squared weighted orthogonal distances from a set of observations to a curve or surface determined by the parameters. It can also be used to solve the ordinary nonlinear least squares problem. The weighted orthogonal distance regression procedure application to curve and surface fitting and to measurement error models in statistics. The algorithm implemented is an efficient and stable trust region (Levenberg-Marquardt) procedure that exploits the structure of the problem so that the computational cost per iteration is equal to that for the same type of algorithm applied to the ordinary nonlinear least squares problem. The package allows a general weighting scheme, provides for finite difference derivatives, and contains extensive error checking and report generating facilities.

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This work proposes a model-reduction methodology that preserves Lagrangian structure and achieves computational efficiency in the presence of high-order nonlinearities and arbitrary parameter dependence. As such, the resulting reduced-order model retains key properties such as energy conservation and symplectic time-evolution maps. We focus on parameterized simple mechanical systems subjected to Rayleigh damping and external forces, and consider an application to nonlinear structural dynamics. To preserve structure, the method first approximates the system's "Lagrangian ingredients"-the Riemannian metric, the potential-energy function, the dissipation function, and the external force-and subsequently derives reduced-order equations of motion by applying the (forced) Euler-Lagrange equation with these quantities. From the algebraic perspective, key contributions include two efficient techniques for approximating parameterized reduced matrices while preserving symmetry and positive definiteness: matrix gappy proper orthogonal decomposition and reduced-basis sparsification. Results for a parameterized truss-structure problem demonstrate the practical importance of preserving Lagrangian structure and illustrate the proposed method's merits: it reduces computation time while maintaining high accuracy and stability, in contrast to existing nonlinear model-reduction techniques that do not preserve structure. Introduction.Computational modeling and simulation for parameterized simple mechanical systems characterized by a Lagrangian formalism has become indispensable across a variety of industries. For example, computational structural dynamics tools have become widely used in applications ranging from aerospace to biomedical-device design; molecular-dynamics simulations have gained popularity in materials science and biology. However, the high computational cost incurred by simulating large-scale simple mechanical systems can result in simulation times on the order of weeks. As a result, these simulation tools are impractical for time-critical applications such as nondestructive evaluation for structural health monitoring, multiscale modeling, design optimization, and uncertainty quantification.

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