/Katana.jl

A Cutting-Plane Based Solver for Convex NLPs

Primary LanguageJuliaOtherNOASSERTION

Katana.jl

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Katana.jl is a MathProgBase solver for Convex NonLinearPrograms (NLPs). Katana.jl solves NLPs via the Extended Cutting-Plane (ECP) method, which combines an Linear Programming solver with a cutting-plane generator to solve Convex NLPs. Katana.jl is well suited for large-scale Convex NLPs where most of the constraints are linear and the nonlinear constraints are sparse.

Installation

Install via Pkg.clone("git@github.com:lanl-ansi/Katana.jl.git")

Test via Pkg.test("Katana")

Build docs by running julia make.jl in the docs directory

License

This code is provided under a BSD license as part of the Polyhedral Approximation in Julia: Automatic Reformulations for InTeger Optimization (PAJARITO) project, LA-CC-15-088.