OPTALG is a Python package that provides algorithms, wrappers, and tools for solving optimization problems. Currently, it contains the following:
- Newton-Raphson algorithm for solving systems of equations.
- Primal-dual interior-point algorithms for solving convex problems.
- Augmented Lagrangian algorithm for solving problems with convex objective.
- Interface for the interior-point solver Ipopt (via cython).
- Interface for the linear programming solver Clp (via command-line or cython).
- Interface for the mixed-integer linear programming solver Cbc (via command-line or cython).
- Interface for the mixed-integer linear programming solver CPLEX (via command-line).
- Common interface for linear solvers (SuperLU, MUMPS, UMFPACK) (via cython).
This package is meant to be used by other Python packages and not by users directly. Currently, it is used by:
The documentation for this package can be found in http://optalg.readthedocs.io/.
BSD 2-clause license.