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.
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Integration of Funnel Method in Uno main branch #13
This PR includes a new globalization strategy called funnel.
The funnel is an upper bound on constraint violation that is gradually decreased to drive convergence towards feasibility. The paper "A Unified Funnel Restoration SQP Algorithm" describes the full algorithm.
The new features include a:
two new files funnel method
a new preset funnel_method to call the trust-region funnel restoration SQP algorithm
This PR includes a new globalization strategy called funnel.
The funnel is an upper bound on constraint violation that is gradually decreased to drive convergence towards feasibility. The paper "A Unified Funnel Restoration SQP Algorithm" describes the full algorithm.
The new features include a: