PENOPT

PENOPT is an optimization software package. Its goal is to develop a unified approach to problems of nonlinear programming and (linear and nonlinear) semidefinite programming. The solvers are based on a generalized augmented Lagrangian method combined with the Trust region algorithm.

The software was developed by Michal Kocvara and Michael Stingl.

External links

This article is issued from Wikipedia - version of the Tuesday, April 12, 2016. The text is available under the Creative Commons Attribution/Share Alike but additional terms may apply for the media files.