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
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Updated
Dec 2, 2024 - C++