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kenjydem / CUTEST.py

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Bugfixes for constraint scaling #10

Closed lambe closed 7 years ago

lambe commented 7 years ago

Some small changes to fix bugs in using constraint scaling with cutest.

lambe commented 7 years ago

Just added a new feature: a quasi-Newton version of the problem model. This will be useful for structured Hessian approximations in the augmented Lagrangian algorithm.