3 papers
math.OC2025
MadNCL: A GPU Implementation of Algorithm NCL for Large-Scale, Degenerate Nonlinear Programs
Alexis Montoison, François Pacaud, Michael Saunders +2
We present a GPU implementation of Algorithm NCL, an augmented Lagrangian method for solving large-scale and degenerate nonlinear programs. Although interior-point methods and sequ…
math.NA2024
An inexact augmented Lagrangian algorithm for unsymmetric saddle-point systems
N. Huang, Y. -H. Dai, D. Orban +1
Augmented Lagrangian (AL) methods are a well known class of algorithms for solving constrained optimization problems. They have been extended to the solution of saddle-point system…
math.NA2023
MinAres: An Iterative Solver for Symmetric Linear Systems
Alexis Montoison, Dominique Orban, Michael A. Saunders
We introduce an iterative solver named MINARES for symmetric linear systems , where is possibly singular. MINARES is based on the symmetric Lanczos process, like…