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alabama

Constrained Nonlinear Optimization

Augmented Lagrangian Adaptive Barrier Minimization Algorithm for optimizing smooth nonlinear objective functions with constraints. Linear or nonlinear equality and inequality constraints are allowed.

Functions (3)

alabama

Constrained Nonlinear Optimization

v2015.3-1
GPL (>= 2)
Authors
Ravi Varadhan (with contributions from Gabor Grothendieck)
Initial release
2015-03-05

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