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 #70

Open jfowkes opened 8 months ago

jfowkes commented 8 months ago

Resolves #68

Add interfaces for some new CUTEst 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

For the full list of newly added CUTEst functions please see #68

jfowkes commented 7 months ago

@jess-farmer this is now ready for you, please test and let us know if it all works:

  1. Please compile the latest version of CUTEst (see our PyCUTEst README)
  2. Checkout and install this branch of PyCUTEst: pip install -e .

For full details of PyCUTEst usage please see our extensive documentation.