jfowkes / pycutest

Python interface to CUTEst
https://jfowkes.github.io/pycutest/
GNU General Public License v3.0
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Add new CUTEst routines for the John function #68

Open jfowkes opened 10 months ago

jfowkes commented 10 months ago

CUTEst 2.2 added routines for the (Fritz) John function, defined as

$$ \mathcal{J}(x,\lambda_0,\lambda) = \lambda_0 f(x) + \langle \lambda, c(x) \rangle $$

(for more details please see https://en.wikipedia.org/wiki/Fritz_John_conditions)

The following new routines have been added to CUTEst 2.2:

We should add support for these in PyCUTEst as appropriate.

jfowkes commented 10 months ago

For now I will prioritise (all for constrained problems):

as we need these for some of our research.

jfowkes commented 10 months ago

Might also be good to support the following existing CUTEst routines:

These were either not used or not in CUTEr (the precursor to CUTEst).