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math.OC2024
Implementing a unified solver for nonlinearly constrained optimization
Charlie Vanaret, Sven Leyffer
SQP and interior-point methods (also referred to as Lagrange-Newton methods) typically share key algorithmic components, such as strategies for computing descent directions and mec…
math.OC2024
McCormick envelopes in mixed-integer PDE-constrained optimization
Sven Leyffer, Paul Manns
McCormick envelopes are a standard tool for deriving convex relaxations of optimization problems that involve polynomial terms. Such McCormick relaxations provide lower bounds, for…