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Percival.jl - An augmented Lagrangian solver

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Percival is an implementation of the augmented Lagrangian solver described in

S. Arreckx, A. Lambe, Martins, J. R. R. A., & Orban, D. (2016).
A Matrix-Free Augmented Lagrangian Algorithm with Application to Large-Scale Structural Design Optimization.
Optimization And Engineering, 17, 359–384. doi:10.1007/s11081-015-9287-9

with internal solver tron from JSOSolvers.jl. To use Percival, you have to pass it an NLPModel.

Install

Use ] to enter pkg> mode of Julia, then

pkg> add https://github.com/JuliaSmoothOptimizers/Percival.jl

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Implementation of a Augmented Lagrangian method

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