Charlie Vanaret

Researcher in nonlinear optimization at Argonne National Laboratory/Zuse-Institut Berlin

A Unified Funnel Restoration SQP Algorithm

  • David Kiessling
  • Sven Leyffer
  • Charlie Vanaret
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization Tags , , , ,

    We consider nonlinearly constrained optimization problems and discuss a generic double-loop framework consisting of four algorithmic ingredients that unifies a broad range of nonlinear optimization solvers. This framework has been implemented in the open-source solver Uno, a Swiss-army knife-like C++ optimization framework that unifies many nonlinearly constrained nonconvex optimization solvers. We illustrate the framework with … Read more

    Unifying nonlinearly constrained nonconvex optimization

  • Charlie Vanaret
  • Sven Leyffer
    • Categories Constrained Nonlinear Optimization, Optimization Software Benchmark Tags , , , , , , , , ,

    Derivative-based iterative methods for nonlinearly constrained non-convex optimization usually share common algorithmic components, such as strategies for computing a descent direction and mechanisms that promote global convergence. Based on this observation, we introduce an abstract framework based on four common ingredients that describes most derivative-based iterative methods and unifies their workflows. We then present Uno, … Read more