\texttt{Tenscalc}: a toolbox to generate fast code to solve nonlinear constrained minimizations and compute Nash equilibria

DOI10.1007/S12532-022-00216-2MaRDI QIDQ2088964zbMATH OpenOpenAlexFDO

Authors J. P. Hespanha

Publication date 6 October 2022

Published in Mathematical Programming Computation (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s12532-022-00216-2

zbMATH Keywords

code generationinterior-point methodslinear algebraoptimizationsymbolic differentiation

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to calculus of variations and optimal control (49-04) Numerical mathematical programming methods (65K05) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04) Nonlinear programming (90C30)

Recommendations

• CVXGEN: a code generator for embedded convex optimization
• FORCES NLP: an efficient implementation of interior-point methods for multistage nonlinear nonconvex programs
• CasADi: a symbolic package for automatic differentiation and optimal control
• CasADi: a software framework for nonlinear optimization and optimal control
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones

Cites work

• A column approximate minimum degree ordering algorithm
• A new framework for the computation of Hessians
• Algorithm 832
• Algorithm 836
• An Implementation of a Primal-Dual Interior Point Method for Linear Programming
• CasADi: a software framework for nonlinear optimization and optimal control
• CVXGEN: a code generator for embedded convex optimization
• Efficient computation of sparse hessians using coloring and automatic differentiation
• Graph implementations for nonsmooth convex programs
• scientific article; zbMATH DE number 1122795 (Why is no real title available?)
• On efficient Hessian computation using the edge pushing algorithm in Julia
• On the Implementation of a Primal-Dual Interior Point Method
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• On the Stability of Cholesky Factorization for Symmetric Quasidefinite Systems
• Primal-Dual Interior-Point Methods for Self-Scaled Cones
• SCIP: global optimization of mixed-integer nonlinear programs in a branch-and-cut framework
• Self-Scaled Barriers and Interior-Point Methods for Convex Programming
• Simultaneous nonlinear model predictive control and state estimation
• Solving semidefinite-quadratic-linear programs using SDPT3
• Symmetric Quasidefinite Matrices
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones

Cited in

(3)

• Tenscalc
• Newton and interior-point methods for (constrained) nonconvex-nonconcave minmax optimization with stability and instability guarantees
• Global network control from local information

Describes a project that uses

Uses Software

• SCIP
• SeDuMi
• Gurobi
• SuiteSparse
• CVXGEN
• COLAMD
• Matlab
• UMFPACK
• CVXOPT
• YALMIP
• CVX
• ColPack
• SDPT3
• Ipopt
• CasADi

This page was built for publication: \texttt{Tenscalc}: a toolbox to generate fast code to solve nonlinear constrained minimizations and compute Nash equilibria

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2088964)