MadNLP.jl

OptimizationMadNLP.jl connects Optimization.jl problems to MadNLP.jl, a nonlinear programming solver for large-scale constrained optimization.

Installation: OptimizationMadNLP.jl

import Pkg
Pkg.add("OptimizationMadNLP")

Methods

OptimizationMadNLP.MadNLPOptimizer — Type

MadNLPOptimizer(; kwargs...)

Optimizer wrapper for solving nonlinear programs with MadNLP.jl through the Optimization.jl interface.

source

Example

using OptimizationBase, OptimizationMadNLP, ADTypes

rosenbrock(x, p) = (p[1] - x[1])^2 + p[2] * (x[2] - x[1]^2)^2
optf = OptimizationFunction(rosenbrock, ADTypes.AutoForwardDiff())
prob = OptimizationProblem(optf, zeros(2), [1.0, 100.0])

sol = solve(prob, MadNLPOptimizer())