Penelopt.jl: A Large-Scale Equality-Constrained Optimization Solver

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Content

Penelopt.jl is a software package for large-scale, equality-constrained, nonlinear programming. It is designed to find (local) solutions of mathematical optimization problems of the form

$$\min f(x) \quad \text{s.t.} \ c(x) = 0.$$

where $f: R^n \to R$ and $c : R^n \to R^m$ are the objective and the constraint function, respectively. Both $f$ and $c$ can be nonlinear and nonconvex but they are assumed to be continuously differentiable. Moreover, it is assumed that $m \leq n$.

The solver is based on the exact penalty algorithm.

How to Cite

If you use Penelopt.jl in your work, please cite using the reference given in CITATION.cff.

Contributing

If you want to make contributions of any kind, please first that a look into our contributing guide directly on GitHub or the contributing page on the website

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