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.
We now pass the actual entries of the matrix to the numerical factorization of MUMPSSolver, instead of the entries when symbolic factorization was invoked (the matrix may have been regularized between the two calls).
Added unit test on singularity detection for MA57 and MUMPS solvers.
We now pass the actual entries of the matrix to the numerical factorization of MUMPSSolver, instead of the entries when symbolic factorization was invoked (the matrix may have been regularized between the two calls).
Added unit test on singularity detection for MA57 and MUMPS solvers.
Fixes #68.