8000 Commits · PythonOptimizers/NLP.py · GitHub

Commits

Commits on Jul 11, 2017

Removed unnecessary imports from Auglag.

Andrew Lambe
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Added driver to solve CUTEST problems with Auglag.

Andrew Lambe
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Much cleaner implementation.

Andrew Lambe
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First implementation of structured quasi-Newton approximation in Auglag.

Andrew Lambe
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Changed least-squares multiplier update to compute the change in

Andrew Lambe
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Removed least-squares initialization of mulitipliers.

Andrew Lambe
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Performance optimization: skip some calculations if we recognize

Andrew Lambe
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Changed to "aggressive" magical steps, where the new step can

Andrew Lambe
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Improved the magical step implementation.

Andrew Lambe
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First implementation of magical steps inside TRON.

Andrew Lambe
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Three small changes:

Andrew Lambe
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Commits on May 15, 2017

Example that creates a NL file from a Pyomo model (#82)

syarra
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Commits on Jan 29, 2017

Added an option in main solver to automatically give access to

Andrew Lambe
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Bugfix: use the correct Lagrange multipliers in the initialization

Andrew Lambe
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Reintroduced stopping condition in driver to stop at a maximum

Andrew Lambe
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More small changes:

Andrew Lambe
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Added stopping criterion for maximum run time exceeded

Andrew Lambe
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Fixed stopping criterion on number of iterations.

Andrew Lambe
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Fixed order of tolerances: abstol is 10^-12, reltol is 10^-6

Andrew Lambe
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pep8.

syarra
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fix constraints scaling.

syarra
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Simple fix for projected line search.

Andrew Lambe
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Fixed projected linesearch.

Andrew Lambe
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Created a slightly more informative error message.

Andrew Lambe
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A safety measure for the projected Newton step:

Andrew Lambe
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Removed extra alpha multiply in projected line search.

Andrew Lambe
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Critical bug fixes for auglag

Andrew Lambe
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auglag: numerous small fixes
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streamline driver
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remove unused argument
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change auglag according to new proximal augmented Lagrangian model.

syarra
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fix augmented lagrangian...errors due to merge.

syarra
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Copy full SHA for 6a28b5e
Add back hessian of augmented Lagrangian.

syarra
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enforce pysparseamplmodel in auglag driver.

syarra
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fix a bug due to AMPL (see docstring of AmplModel hprod method).

syarra
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