Optimization solvers in JuliaSmoothOptimizers

In this presentation, we give an overview of the recent progress regarding the continuous nonlinear nonconvex optimization solvers implemented in the JuliaSmoothOptimizers (JSO) organization. We introduce the new package JSOSuite.jl, a unique interface between users and JSO solvers.

In this presentation, we give an overview of the recent progress regarding the continuous nonlinear nonconvex optimization solvers implemented in the JuliaSmoothOptimizers (JSO) organization. We introduce the new package JSOSuite.jl, a unique interface between users and JSO solvers.

The package JSOSuite.jl is very user-friendly as one no longer needs to know the different solvers and their corresponding packages ( DCISolver.jl, FletcherPenaltySolver.jl, Percival.jl, RipQP.jl, etc). Moreover, it makes benchmarking algorithms very simple and also opens the door to automatic algorithm selection based on the problem features.

Finally, we will also illustrate the recent improvements of the solvers in terms of performance and memory allocations as well as a new feature for parameter optimization.