Make a customizable step updater (Lie manif optimization)

meco-group / fatrop

Fatrop is a nonlinear optimal control problem solver that aims to be fast, support a broad class of optimal control problems and achieve a high numerical robustness.

https://meco-group.github.io/fatrop/

GNU Lesser General Public License v3.0

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Make a customizable step updater (Lie manif optimization) #5

Open lvanroye opened 4 months ago

lvanroye commented 4 months ago

For supporting optimization over lie manifolds

allow that dimensions of search direction and iterates are different
extend nlp with a virtual "update step" method, default is Newton step