open source software

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

    ODTlearn: A Package for Learning Optimal Decision Trees for Prediction and Prescription

  • Patrick Vossler
  • Sina Aghaei
  • Nathan Justin
  • Nathanael Jo
  • Andrés Gómez
  • Phebe Vayanos
    • Categories (Mixed) Integer Linear Programming, Optimization Software and Modeling Systems Tags , , , , , ,

    ODTLearn is an open-source Python package that provides methods for learning optimal decision trees for high-stakes predictive and prescriptive tasks based on the mixed-integer optimization (MIO) framework proposed in Aghaei et al. (2019) and several of its extensions. The current version of the package provides implementations for learning optimal classification trees, optimal fair classification trees, … Read more

    A Parallel Quadratic Programming Method for Dynamic Optimization Problems

  • Moritz Diehl
  • Sebastian Sager
  • Janick V Frasch
    • Categories Control Applications, Quadratic Programming Tags , , ,

    Quadratic programming problems (QPs) that arise from dynamic optimization problems typically exhibit a very particular structure. We address the ubiquitous case where these QPs are strictly convex and propose a dual Newton strategy that exploits the block-bandedness similarly to an interior-point method. Still, the proposed method features warmstarting capabilities of active-set methods. We give details … Read more

    Python Optimization Modeling Objects (Pyomo)

  • William E. Hart
    • Categories Modeling Languages and Systems, Optimization Software Design Principles Tags , , ,

    We describe Pyomo, an open-source tool for modeling optimization applications in Python. Pyomo can be used to define abstract problems, create concrete problem instances, and solve these instances with standard solvers. Pyomo provides a capability that is commonly associated with algebraic modeling languages like AMPL and GAMS. Pyomo leverages the capabilities of the Coopr software, … Read more