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https://github.com/aldma/pipal.jl

Penalty-Interior-Point ALgorithm for nonlinear optimization

https://github.com/aldma/pipal.jl

Science Score: 26.0%

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Keywords

julia nonlinear-optimization nonlinear-programming optimization-algorithms
Last synced: 5 months ago · JSON representation

Repository

Penalty-Interior-Point ALgorithm for nonlinear optimization

Basic Info
  • Host: GitHub
  • Owner: aldma
  • Language: Julia
  • Default Branch: main
  • Homepage:
  • Size: 28.3 KB
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  • Stars: 2
  • Watchers: 1
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julia nonlinear-optimization nonlinear-programming optimization-algorithms
Created almost 5 years ago · Last pushed almost 3 years ago
Metadata Files
Readme

README.md

Pipal.jl

Pipal.jl provides a solver for nonlinear optimization problems of the form minimize f(x) subject to cL ≤ c(x) ≤ cU, xL ≤ x ≤ xU, where f and c are assumed to be continuously differentiable in Rⁿ. Pipal.jl implements PIPAL, a penalty-interior-point algorithm for nonlinear opimization of potentially infeasible problems.

Pipal.jl is JSO-compliant, namely it requires NLPModels.jl for defining the problem and uses SolverCore.jl for the output. Given the NLPModel nlp, the solver can be consumed via the commands julia julia> using Pipal julia> out = pipal(nlp) where the GenericExecutionStats out collects information about the solution.

This package is based on the original MATLAB code by Frank E. Curtis, in particular on PIPAL_1.2.zip. See https://coral.ise.lehigh.edu/frankecurtis/software/. The original code was not accompanied by an open-source license. Frank E. Curtis has kindly provided his consent in writing to allow distribution of this Julia translation. See the consent folder.

Please cite this repository if you use Pipal.jl in your work: see CITATION.bib.

References

Frank E. Curtis, A Penalty-Interior-Point Algorithm for Nonlinear Constrained Optimization, Mathematical Programming Computation 4, pages 181--209, 2012. DOI 10.1007/s12532-012-0041-4.

Owner

  • Name: Alberto De Marchi
  • Login: aldma
  • Kind: user
  • Location: Europe

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