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.
Use ]
to enter pkg>
mode of Julia, then
pkg> add https://github.com/JuliaSmoothOptimizers/Percival.jl