Pith. sign in

REVIEW 1 cited by

Not yet reviewed by Pith; the record is open.

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 2101.02164 v1 pith:4E5WBLNL submitted 2021-01-06 math.OC cs.MScs.NAmath.NA

A Julia implementation of Algorithm NCL for constrained optimization

classification math.OC cs.MScs.NAmath.NA
keywords problemsalgorithmconstrainedgeneralimplementationjulialicqoptimization
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
0 comments
read the original abstract

Algorithm NCL is designed for general smooth optimization problems where first and second derivatives are available, including problems whose constraints may not be linearly independent at a solution (i.e., do not satisfy the LICQ). It is equivalent to the LANCELOT augmented Lagrangian method, reformulated as a short sequence of nonlinearly constrained subproblems that can be solved efficiently by IPOPT and KNITRO, with warm starts on each subproblem. We give numerical results from a Julia implementation of Algorithm NCL on tax policy models that do not satisfy the LICQ, and on nonlinear least-squares problems and general problems from the CUTEst test set.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.

Forward citations

Cited by 1 Pith paper

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score.

  1. A Feasible Reduced Space Method for Real-Time Optimal Power Flow

    math.OC 2021-10 unverdicted novelty 5.0

    A novel feasible-path method solves optimal power flow in reduced space by directly enforcing power flow equations and softly penalizing operational constraints via Augmented Lagrangian, with GPU acceleration for the ...