PyGradFlow is a simple implementation of the sequential homotopy method to be used to solve general nonlinear programs.

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PyGradFlow

PyGradFlow is a simple implementation of the sequential homotopy method to be used to solve general nonlinear programs.

To solve a nonlinear problem, subclass the Problem class, implementing its abstract methods, pass a problem instance to a Solver, and call its solve() method.

Note: This code is for research purposes, not productive use.

References

  • Potschka, A., Bock, H.G. A sequential homotopy method for mathematical programming problems. Math. Program. 187, 459–486 (2021). https://doi.org/10.1007/s10107-020-01488-z
  • Pearson, John W., and Andreas Potschka. "A preconditioned inexact active-set method for large-scale nonlinear optimal control problems." arXiv preprint arXiv:2112.05020 (2021).

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