Charlie Vanaret

GitHub - cvanaret/Uno: A next-gen SQP & barrier solver for nonlinearly constrained optimization A next-gen SQP & barrier solver for nonlinearly constrained optimization - cvanaret/Uno

Try out Uno 2.2.1 with improved C and Julia interfaces! github.com/cvanaret/Uno
Uno is an SQP/barrier solver for nonlinearly constrained optimization. Developed with Sven Leyffer at @zuseinstitute.bsky.social
#optimization #oss #foss #julia #python #cpp #mathematicalprogramming #sqp #barrier

GitHub - cvanaret/Uno: A next-gen SQP & barrier solver for nonlinearly constrained optimization A next-gen SQP & barrier solver for nonlinearly constrained optimization - cvanaret/Uno

Uno v2.2.0 is out with C, Julia and Python interfaces 🤩
- pure #Julia interfaces to NLPModels.jl and MathOptInterface.jl
- #Python bindings using #pybind11
Developed at @zuseinstitute.bsky.social
#optimization #mathematicaloptimization #numericaloptimization #constrainedoptimization #oss #foss #uno

(PDF) Uno, a modern Lagrange-Newton solver for nonlinearly constrained optimization PDF | Derivative-based iterative methods for nonlinearly constrained nonconvex optimization usually share common algorithmic components, such as... | Find, read and cite all the research you need on R...

Uno slides here: www.researchgate.net/publication/...

(PDF) Uno, a modern Lagrange-Newton solver for nonlinearly constrained optimization PDF | Derivative-based iterative methods for nonlinearly constrained nonconvex optimization usually share common algorithmic components, such as... | Find, read and cite all the research you need on R...

Uno slides here: www.researchgate.net/publication/...

See you in two hours!

#optimization #iccopt #mathematicaloptimization #mathematicalprogramming #foss #oss #cpp #julia

Comprehensive description of the release: github.com/cvanaret/Uno...

GitHub - cvanaret/Uno: A next-gen SQP & barrier solver for nonlinearly constrained optimization A next-gen SQP & barrier solver for nonlinearly constrained optimization - cvanaret/Uno

Uno 2.0.0 is out!

Uno is a next-gen SQP/barrier solver for nonlinearly constrained optimization.
Major changes:
- a more powerful unification framework
- BQPD now available as precompiled binaries: github.com/leyffer/BQPD...
- a cool logo

👉 github.com/cvanaret/Uno/

#optimization #opensource #foss

GitHub - cvanaret/Uno: A next-gen SQP & barrier solver for nonlinearly constrained optimization A next-gen SQP & barrier solver for nonlinearly constrained optimization - cvanaret/Uno

Uno solver: github.com/cvanaret/Uno

GitHub - acados/acados: Fast and embedded solvers for nonlinear optimal control and nonlinear model predictive control Fast and embedded solvers for nonlinear optimal control and nonlinear model predictive control - acados/acados

acados solver: github.com/acados/acados

GitHub - ERGO-Code/HiGHS: Linear optimization software Linear optimization software. Contribute to ERGO-Code/HiGHS development by creating an account on GitHub.

HiGHS solver: github.com/ERGO-Code/Hi...

ICCOPT2025USC: Parallel Sessions 4V: Recent advances in... View more about this event at ICCOPT2025USC

ICCOPT schedule: iccopt2025usc.sched.com/event/1dqmu/...

Don't miss our #ICCOPT session on Recent advances in open-source continuous solvers!
Filippo Zanetti, David Kießling and myself will present the HiGHS, acados and Uno solvers, respectively, on July 22 at 10:30am.
#optimization #mathematicalprogramming #unosolver #oss #foss #opensource #cpp #julia

If you live in Germany, get high-quality prints of the ARKTIS pictures here: www.etsy.com/de/shop/Char...

@schmaidt.bsky.social in case you're around... ;)

I'm thrilled to present my landscape photography exhibition ARKTIS at the Mathematics Library of the TU Berlin @tuberlin.bsky.social

Join me for the opening on April 29 at 6pm.

Institut für Mathematik, Str. des 17. Juni 136, 10587 Berlin
#photography #landscapephotography #berlin #arctic #arktis

Ksenia Bestuzheva (SCIP)

www.zib.de/members/best...

What about Ivet Galabova (HiGHS)?

My nonconvex #optimization solver Uno (#SQP + #barrier) has reached floor(100𝝿) ⭐ on Github
Assembles building blocks (such as computation of descent directions and globalization techniques) effortlessly
github.com/cvanaret/Uno
#foss #operationsresearch #numericaloptimization #cpp #IPOPT #filterSQP

New preprint that wraps up our work in the UNSEEN project (funded by the German BMWi, now @bmwk.de)
@zuseinstitute.bsky.social @tuberlin.bsky.social @dlr-en.bsky.social
#energy #energysystemoptimizationmodeling #esom #unitcommitment #mip #milp #optimization #machinelearning

Check out Uno, a modern C++ solver for constrained nonconvex optimization: github.com/cvanaret/Uno
Unifies #SQP and #barrier methods with various globalization flavors
Developed at Argonne/@zuseinstitute.bsky.social
#optimization #foss #numericaloptimization #mathematicalprogramming #cpp #julia

Definitely! Here there is no cancellation. I meant that the complex step, compared to other finite difference methods, doesn't produce cancellation (and is second-order).

That shit is amazing :) However, a single evaluation at x + i*h is required, you shouldn't subtract f(x) there. It avoids catastrophic cancellation.

GitHub - cvanaret/Uno: A next-gen Lagrange-Newton solver for nonconvex optimization. It unifies barrier and SQP methods in a modern and generic way, and implements different globalization flavors (lin... A next-gen Lagrange-Newton solver for nonconvex optimization. It unifies barrier and SQP methods in a modern and generic way, and implements different globalization flavors (line search/trust regio...

Uno 1.3.0 is out!
It now features an interface to the LP solver #HiGHS and a trust-region filter Sequential Linear Programming preset
👉 github.com/cvanaret/Uno
Available in #Julia/#JuMP via Uno_jll.jl
#optimization #cpp #opensource #sqp #barrier