older_jsosolvers.jl

https://github.com/farhad-phd/older_jsosolvers.jl

Science Score: 67.0%

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Links to: zenodo.org
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Last synced: 10 months ago · JSON representation ·

Repository

Basic Info

Host: GitHub
Owner: Farhad-phd
License: other
Language: Julia
Default Branch: main
Size: 682 KB

Statistics

Stars: 0
Watchers: 0
Forks: 0
Open Issues: 1
Releases: 0

Created about 3 years ago · Last pushed over 1 year ago

Metadata Files

Readme License Citation Zenodo

JSOSolvers.jl

This package provides optimization solvers curated by the JuliaSmoothOptimizers organization for unconstrained optimization

min f(x)

and bound-constrained optimization

min f(x)     s.t.  ℓ ≤ x ≤ u

This package provides an implementation of four classic algorithms for unconstrained/bound-constrained nonlinear optimization:

lbfgs: an implementation of a limited-memory BFGS line-search method for unconstrained minimization;
R2: a first-order quadratic regularization method for unconstrained optimization;
tron: a pure Julia implementation of TRON, a trust-region solver for bound-constrained optimization described in

Chih-Jen Lin and Jorge J. Moré, Newton's Method for Large Bound-Constrained Optimization Problems, SIAM J. Optim., 9(4), 1100–1127, 1999. DOI: 10.1137/S1052623498345075

as well as a variant for nonlinear least-squares;
trunk: a trust-region solver for unconstrained optimization using exact second derivatives. Our implementation follows the description given in

A. R. Conn, N. I. M. Gould, and Ph. L. Toint, Trust-Region Methods, volume 1 of MPS/SIAM Series on Optimization. SIAM, Philadelphia, USA, 2000. DOI: 10.1137/1.9780898719857

The package also contains a variant for nonlinear least-squares.

Installation

pkg> add JSOSolvers

Example

```julia using JSOSolvers, ADNLPModels

Rosenbrock

nlp = ADNLPModel(x -> 100 * (x[2] - x[1]^2)^2 + (x[1] - 1)^2, [-1.2; 1.0]) stats = lbfgs(nlp) # or trunk, tron, R2 ```

How to cite

If you use JSOSolvers.jl in your work, please cite using the format given in CITATION.cff.

Bug reports and discussions

If you think you found a bug, feel free to open an issue. Focused suggestions and requests can also be opened as issues. Before opening a pull request, start an issue or a discussion on the topic, please.

If you want to ask a question not suited for a bug report, feel free to start a discussion here. This forum is for general discussion about this repository and the JuliaSmoothOptimizers, so questions about any of our packages are welcome.

Owner

Name: Farhad-phd
Login: Farhad-phd
Kind: organization

Repositories: 1
Profile: https://github.com/Farhad-phd

Citation (CITATION.cff)

# This CITATION.cff file was generated with cffinit.
# Visit https://bit.ly/cffinit to generate yours today!

cff-version: 1.2.0
title: >-
  JSOSolvers.jl: JuliaSmoothOptimizers optimization solvers
message: >-
  If you use this software, please cite it using the
  metadata from this file.
type: software
authors:
  - given-names: Tangi
    family-names: Migot
    email: tangi.migot@gmail.com
    affiliation: >-
      GERAD and Department of Mathematics and
      Industrial Engineering, Polytechnique Montréal,
      QC, Canada.
    orcid: 'https://orcid.org/0000-0001-7729-2513'
  - given-names: Dominique
    family-names: Orban
    email: dominique.orban@gerad.ca
    orcid: 'https://orcid.org/0000-0002-8017-7687'
    affiliation: >-
      GERAD and Department of Mathematics and
      Industrial Engineering, Polytechnique Montréal,
      QC, Canada
  - affiliation: 'Netherlands eScience Center, Amsterdam, NL'
    orcid: 'https://orcid.org/0000-0003-4451-281X'
    email: abel.s.siqueira@gmail.com
    given-names: Abel
    family-names: Soares Siqueira
  - given-names: contributors
identifiers:
  - description: Zenodo archive
    type: doi
    value: 10.5281/zenodo.3991143
keywords:
  - Nonlinear Optimization
  - Least squares
  - Julia
  - Nonlinear Programming
license: MPL-2.0
version: 0.11.0
date-released: '2023-07-05'
repository-code: >-
  https://github.com/JuliaSmoothOptimizers/JSOSolvers.jl

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