François Pacaud

MadNCL: A GPU Implementation of Algorithm NCL for Large-Scale, Degenerate Nonlinear Programs

  • François Pacaud
  • Alexis Montoison
  • Dominique Orban
  • Sungho Shin
  • Michael A. Saunders
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization

    We present a GPU implementation of Algorithm NCL, an augmented Lagrangian method for solving large-scale and degenerate nonlinear programs. Although interior-point methods and sequential quadratic programming are widely used for solving nonlinear programs, the augmented Lagrangian method is known to offer superior robustness against constraint degeneracies and can rapidly detect infeasibility. We introduce several enhancements … Read more

    Sensitivity analysis for parametric nonlinear programming: A tutorial

  • François Pacaud
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization Tags ,

    This tutorial provides an overview of the current state-of-the-art in the sensitivity analysis for nonlinear programming. Building upon the fundamental work of Fiacco, it derives the sensitivity of primal-dual solutions for regular nonlinear programs and explores the extent to which Fiacco’s framework can be extended to degenerate nonlinear programs with non-unique dual solutions. The survey … Read more