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nonlinear-programming-algorithms

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cvanaret / Uno

Star 278

A next-gen Lagrange-Newton solver for nonconvex optimization. It unifies barrier and SQP methods in a modern and generic way, and implements different globalization flavors (line search/trust region and merit function/filter method/funnel method). Competitive against filterSQP, IPOPT, SNOPT, MINOS and CONOPT.

cpp optimization constrained-optimization gradient-descent optimization-methods numerical-optimization nonlinear-programming-algorithms nonlinear-optimization optimization-algorithms nonlinear-programming quadratic-programming interior-point-method newton-method continuous-optimization sequential-quadratic-programming mathematical-programming mathematical-optimization nonconvex-optimization local-optimization optimization-solver
  • Updated Nov 15, 2024
  • C++

clarkzinzow / Nonlinear-Optimization-Algorithms

Star 162

MATLAB implementations of a variety of nonlinear programming algorithms.

algorithm newton optimization matlab nonlinear line-search conjugate-gradient nonlinear-programming-algorithms nonlinear-optimization optimization-algorithms nonlinear-programming conjugate-gradient-descent wolfe newtons-method bfgs nonlinear-optimization-algorithms matlab-implementations dogleg-method gauss-newton-method
  • Updated Nov 13, 2020
  • MATLAB

cvanaret / nonconvex_solver_comparison

Star 7

This repo collects results of nonlinear optimization solvers on standard benchmark problems

benchmarking benchmark optimization nonlinear-programming-algorithms nonlinear-optimization sqp nonlinear-programming newtons-method nonlinear-optimization-algorithms ipopt sequential-quadratic-programming performance-profile snopt augmented-lagrangian-method uno-solver interior-point-algorithms software-benchmarking filtersqp
  • Updated May 9, 2024

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