nonlinear-programming-algorithms

There are 2 repositories under nonlinear-programming-algorithms topic.

cvanaret / Uno
A next-gen Lagrange-Newton solver for nonconvex constrained optimization. Unifies barrier and SQP methods in a generic way, and implements various globalization flavors (line search/trust region and merit function/filter method/funnel method). Competitive against filterSQP, IPOPT, SNOPT, MINOS and CONOPT.
optimization-algorithms optimization-methods optimization nonlinear-optimization nonlinear-programming nonlinear-programming-algorithms gradient-descent newton-method numerical-optimization interior-point-method quadratic-programming sequential-quadratic-programming continuous-optimization mathematical-programming constrained-optimization nonconvex-optimization mathematical-optimization optimization-solver local-optimization cpp
Language:C++ 307
LLNL / hiop
HPC solver for nonlinear optimization problems
acopf bfgs constrained-optimization cuda gpu-support hpc interior-point-method interior-point-optimizer math-physics mpi nonlinear-optimization nonlinear-programming nonlinear-programming-algorithms nonsmooth-optimization optimization parallel-programming quasi-newton radiuss rocm solver
Language:C++ 211
clarkzinzow / Nonlinear-Optimization-Algorithms
MATLAB implementations of a variety of nonlinear programming algorithms.
algorithm bfgs conjugate-gradient conjugate-gradient-descent dogleg-method gauss-newton-method line-search matlab matlab-implementations newton newtons-method nonlinear nonlinear-optimization nonlinear-optimization-algorithms nonlinear-programming nonlinear-programming-algorithms optimization optimization-algorithms wolfe
Language:MATLAB 167
antonior92 / ip-nonlinear-solver
A trust-region interior-point method for general nonlinear programing problems (GSoC 2017).
optimization gsoc-2017 nonlinear-programming-algorithms interior-point-method sequential-quadratic-programming gsoc scipy constraints
Language:Python 36
cvanaret / nonconvex_solver_comparison
This repo collects results of nonlinear optimization solvers on standard benchmark problems
augmented-lagrangian-method interior-point-algorithms newtons-method nonlinear-optimization nonlinear-optimization-algorithms nonlinear-programming nonlinear-programming-algorithms sequential-quadratic-programming sqp benchmark benchmarking optimization performance-profile software-benchmarking ipopt snopt uno-solver filtersqp
7
rgolubtsov / nonlinear-optimization-algorithms-multilang
Nonlinear programming algorithms as the (un-)constrained minimization problems with the focus on their numerical expression using various programming languages.
nonlinear-programming-algorithms multilang c cplusplus fortran golang java javascript objective-c perl python vala cli nodejs
Language:C 3