PENNON PENSDP PENBMI PENLAB PENFMO

PENOPT is a set of computer programs for mathematical optimization and related specialized optimization programs. Our goal is to develop a unified approach to problems of nonlinear programming (NLP) and (linear and nonlinear) semidefinite programming (SDP). The solvers are based on a generalized Augmented Lagrangian method combined with the Trust Region algorithm.

Available solvers:

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