JuliaSmoothOptimizers/JSOSolvers.jl

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JSOSolvers.jl This package provides optimization solvers curated by the JuliaSmoothOptimizers organization for unconstrained optimization min f(x) and bound-constrained optimization min f(x) s.t. ℓ ≤ x ≤ u This package provides an implementation of four classic algorithms for unconstrained/bound-constrained nonlinear optimization: lbfgs: an implementation of a limited-memory BFGS line-search method for unconstrained minimization; R2: a first-order quadratic regularization method for unconstrained...