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.
@cvanaret I updated the main CMakeLists.txt such that the users can use libma57.$dlext or libhsl.$dlext.
It will be also easier for you if in the future you want to support other HSL linear solvers.
@cvanaret I updated the main
CMakeLists.txt
such that the users can uselibma57.$dlext
orlibhsl.$dlext
. It will be also easier for you if in the future you want to support other HSL linear solvers.