Augmented Lagrangian and PANOC solvers for nonconvex numerical optimization
Project description
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 alpaqa
For more information, please see the full installation instructions.
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