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Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable inte...
Created 2020-05-06
2,106 commits to master branch, last one 27 days ago
24
307
mit
11
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 m...
Created 2021-09-29
1,818 commits to main branch, last one 8 days ago