Prototypical python implementation of the trust-region algorithm presented in Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints by Larson, Leyffer, Kirches, and Manns.

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Overview

Trust-region method for bound-constrained MPCCs with nonlinear objective

Prototypical python implementation of the trust-region algorithm presented in Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints by Larson, Leyffer, Kirches, and Manns. The arxiv preprint can be found under [https://arxiv.org/abs/2009.14047].

Installation instructions

After cloning the repository you can install the package using pip with the command

$ pip install .

Check if the code is working with

$ python src/test/nlpcc_test.py
Owner
GitHub Repository
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