/PIPAL

Penalty-Interior-Point Algorithm

Primary LanguageMATLAB

PIPAL

This is PIPAL version 1.2. It has only moderately been tested. If you encounter any significant bugs, then please contact Frank E. Curtis.

Overview

PIPAL (Penalty-Interior-Point Algorithm) is a prototype code for solving smooth constrained optimization problems.

The code is written in Matlab and released under the MIT License.

Citing PIPAL

PIPAL is provided free of charge so that it might be useful to others. Please send e-mail to Frank E. Curtis with success stories or other feedback. If you use PIPAL in your research, then please cite the following paper:

  • Frank E. Curtis. "A Penalty-Interior-Point Algorithm for Nonlinear Constrained Optimization." Mathematical Programming Computation, 4(2):181–209, 2012.