https://github.com/abelsiqueira/auglag.jl

Implementation of a Augmented Lagrangian method

https://github.com/abelsiqueira/auglag.jl

Science Score: 13.0%

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  • CITATION.cff file
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    Found 4 DOI reference(s) in README
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    Low similarity (8.6%) to scientific vocabulary
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Repository

Implementation of a Augmented Lagrangian method

Basic Info
  • Host: GitHub
  • Owner: abelsiqueira
  • License: other
  • Language: Julia
  • Default Branch: master
  • Homepage:
  • Size: 65.4 KB
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  • Stars: 2
  • Watchers: 2
  • Forks: 0
  • Open Issues: 3
  • Releases: 0
Fork of JuliaSmoothOptimizers/Percival.jl
Created almost 7 years ago · Last pushed about 5 years ago

https://github.com/abelsiqueira/AugLag.jl/blob/master/

# Percival.jl - An augmented Lagrangian solver

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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, 359384. doi:10.1007/s11081-015-9287-9

with internal solver `tron` from [JSOSolvers.jl](https://github.com/JuliaSmoothOptimizers/JSOSolvers.jl).
To use Percival, you have to pass it an [NLPModel](https://github.com/JuliaSmoothOptimizers/NLPModels.jl).

## How to Cite

If you use Percival.jl in your work, please cite using the format given in [CITATION.bib](CITATION.bib).

## Install

Use `]` to enter `pkg>` mode of Julia, then
```julia
pkg> add https://github.com/JuliaSmoothOptimizers/Percival.jl
```
## Use with JuMP

You can solve an JuMP model `m` by using NLPModels to convert it.
```
using NLPModelsJuMP, Percival
nlp = MathOptNLPModel(m)
output = percival(nlp)
```

Owner

  • Name: Abel Soares Siqueira
  • Login: abelsiqueira
  • Kind: user
  • Location: Amsterdam - The Netherlands
  • Company: Netherlands eScience Center

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