PythonOptimizers / NLP.py

A Python environment for large-scale optimization.

NLP.py

NLP.py is a Python package for modeling and solving continuous optimization problems.

Dependencies

• Numpy
• PyKrylov

Optional dependencies

Sparse matrix storage

One of:

• CySparse (recommended)
• PySparse
• Scipy (does not have full support yet)

Only certain numerical methods and functionalities are available without sparse matrix support.

Derivatives computation

At least one of the following, depending on requirements:

• ASL
• pyadolc
• algopy
• pycppad

Without one of the above dependencies, at least the first derivatives must be coded by hand. Second derivatives may be approximated used a quasi-Newton scheme.

Factorizations

One or more of the following, depending on requirements:

• HSL.py
• MUMPS.py
• qr_mumps.py
• SuiteSparse.py

Only matrix-free methods are available without one of the above factorizations.

Installation

1. Clone this repo:

   git clone https://github.com/PythonOptimizers/NLP.py

2. Optional: Install optional dependencies. OSX users, see Readme.osx.

3. Optional: if you would like ASL support, copy site.template.cfg to site.cfg and modify site.cfg to match your configuration::

   cp site.template.cfg site.cfg

4. Install:

   python setup.py build
   python setup.py install [--prefix=...]

Licensing