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GitHub - kul-optec/alpaqa: Library for nonconvex constrained optimization using...
source link: https://github.com/kul-optec/alpaqa
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alpaqa
Alpaqa is an efficient implementation of the Augmented Lagrangian method for general nonlinear programming problems,
which uses the first-order, matrix-free PANOC algorithm as an inner solver.
The numerical algorithms themselves are implemented in C++ for optimal performance,
and they are exposed as an easy-to-use Python package.
The solvers in this library solve minimization problems of the following form:
The objective function f(x) and the constraints function g(x) should have a Lipschitz-continuous gradient.
Documentation
Sphinx documentation
Doxygen documentation
Python examples
C++ examples
Installation
The project is available on PyPI:
python3 -m pip install alpaqaFor more information, please see the full installation instructions.
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