Percival
Implementation of an Augmented Lagrangian method
Science Score: 57.0%
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Low similarity (12.4%) to scientific vocabulary
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Repository
Implementation of an Augmented Lagrangian method
Basic Info
Statistics
- Stars: 59
- Watchers: 8
- Forks: 17
- Open Issues: 8
- Releases: 23
Metadata Files
README.md
Percival.jl - An augmented Lagrangian solver
Percival is an implementation of the augmented Lagrangian solver described in
S. Arreckx, A. Lambe, Martins, J. R. R. A., & Orban, D. (2016).
A Matrix-Free Augmented Lagrangian Algorithm with Application to Large-Scale Structural Design Optimization.
Optimization And Engineering, 17, 359–384. doi:10.1007/s11081-015-9287-9
with internal solver tron from JSOSolvers.jl.
To use Percival, you have to pass it an NLPModel.
How to Cite
If you use Percival.jl in your work, please cite using the format given in CITATION.cff.
Install
Use ] to enter pkg> mode of Julia, then
julia
pkg> add Percival
Examples
Consider the following 2-dimensional optimization problem with an equality constraint
math
\begin{equation}
\min_{(x_1,x_2)} \quad (x_1 - 1)^2 + 100 (x_2 - x_1^2)^2 \quad \text{s.to} \quad x_1^2 + x_2^2 = 1.
\end{equation}
You can solve an JuMP model model by using NLPModelsJuMP.jl to convert it.
julia
using JuMP, NLPModelsJuMP, Percival
model = Model(NLPModelsJuMP.Optimizer)
set_attribute(model, "solver", Percival.PercivalSolver)
@variable(model, x[i=1:2], start = [-1.2; 1.0][i])
@objective(model, Min, (x[1] - 1)^2 + 100 * (x[2] - x[1]^2)^2)
@constraint(model, x[1]^2 + x[2]^2 == 1)
optimize!(model)
solution_summary(model)
percival accept as input any instance of AbstractNLPModel, for instance, using automatic differentiation via ADNLPModels.jl to solve the same problem.
julia
using ADNLPModels, Percival
nlp = ADNLPModel(
x -> (x[1] - 1)^2 + 100 * (x[2] - x[1]^2)^2,
[-1.2; 1.0],
x -> [x[1]^2 + x[2]^2],
[1.0],
[1.0],
)
output = percival(nlp, verbose = 1)
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: JuliaSmoothOptimizers
- Login: JuliaSmoothOptimizers
- Kind: organization
- Location: DOI: 10.5281/zenodo.2655082
- Website: https://juliasmoothoptimizers.github.io
- Repositories: 63
- Profile: https://github.com/JuliaSmoothOptimizers
Infrastructure and Solvers for Continuous Optimization in Julia
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: >-
Percival.jl: an augmented Lagrangian method
message: >-
If you use this software, please cite it using the
metadata from this file.
type: software
authors:
- given-names: Egmara
family-names: Antunes dos Santos
- 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.3969045
keywords:
- Nonlinear Optimization
- Julia
- Nonlinear Programming
license: MPL-2.0
version: 0.7.0
date-released: '2023-07-17'
repository-code: >-
https://github.com/JuliaSmoothOptimizers/Percival.jl
GitHub Events
Total
- Create event: 11
- Commit comment event: 6
- Release event: 2
- Issues event: 2
- Watch event: 3
- Delete event: 7
- Issue comment event: 15
- Push event: 41
- Pull request review event: 1
- Pull request review comment event: 1
- Pull request event: 15
Last Year
- Create event: 11
- Commit comment event: 6
- Release event: 2
- Issues event: 2
- Watch event: 3
- Delete event: 7
- Issue comment event: 15
- Push event: 41
- Pull request review event: 1
- Pull request review comment event: 1
- Pull request event: 15
Committers
Last synced: almost 3 years ago
All Time
- Total Commits: 142
- Total Committers: 15
- Avg Commits per committer: 9.467
- Development Distribution Score (DDS): 0.704
Top Committers
| Name | Commits | |
|---|---|---|
| Abel Soares Siqueira | a****a@g****m | 42 |
| Egmara | e****s@g****m | 34 |
| tmigot | t****t@g****m | 34 |
| github-actions[bot] | 4****]@u****m | 7 |
| Egmara | 4****a@u****m | 5 |
| Mohamed Tarek | m****8@g****m | 4 |
| Dominique | d****n@g****m | 3 |
| abelsiqueira | a****a@u****m | 3 |
| Alexis Montoison | a****n@p****a | 3 |
| Monssaf Toukal | t****f@g****m | 2 |
| CompatHelper Julia | c****y@j****g | 1 |
| Alberto De Marchi | a****i@g****m | 1 |
| dpo | d****o@u****m | 1 |
| freemin7 | 2****7@u****m | 1 |
| tmigot | t****t@u****m | 1 |
Committer Domains (Top 20 + Academic)
Issues and Pull Requests
Last synced: 6 months ago
All Time
- Total issues: 19
- Total pull requests: 142
- Average time to close issues: 11 months
- Average time to close pull requests: 9 days
- Total issue authors: 10
- Total pull request authors: 13
- Average comments per issue: 2.53
- Average comments per pull request: 1.04
- Merged pull requests: 118
- Bot issues: 0
- Bot pull requests: 35
Past Year
- Issues: 3
- Pull requests: 17
- Average time to close issues: 6 months
- Average time to close pull requests: 6 days
- Issue authors: 3
- Pull request authors: 2
- Average comments per issue: 0.33
- Average comments per pull request: 1.47
- Merged pull requests: 15
- Bot issues: 0
- Bot pull requests: 0
Top Authors
Issue Authors
- tmigot (4)
- abelsiqueira (3)
- tpapp (3)
- ForceBru (2)
- TashTatut (1)
- ivanightingale (1)
- ivborissov (1)
- dpo (1)
- JuliaTagBot (1)
- mohamed82008 (1)
Pull Request Authors
- tmigot (81)
- github-actions[bot] (35)
- abelsiqueira (9)
- amontoison (5)
- dpo (3)
- Egmara (3)
- mohamed82008 (3)
- JSOBot (2)
- odow (2)
- blegat (1)
- aldma (1)
- ivanightingale (1)
- freemin7 (1)
Top Labels
Issue Labels
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Packages
- Total packages: 1
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Total downloads:
- julia 18 total
- Total dependent packages: 3
- Total dependent repositories: 0
- Total versions: 24
juliahub.com: Percival
Implementation of an Augmented Lagrangian method
- Documentation: https://docs.juliahub.com/General/Percival/stable/
- License: MPL-2.0
-
Latest release: 0.7.5
published 6 months ago
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