Object library of algorithms for dynamic optimization problems: benchmarking SQP and nonlinear interior point methods
Jacek Błaszczyk, Andrzej Karbowski, Krzysztof Malinowski (2007)
International Journal of Applied Mathematics and Computer Science
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The main purpose of this paper is to describe the design, implementation and possibilities of our object-oriented library of algorithms for dynamic optimization problems. We briefly present library classes for the formulation and manipulation of dynamic optimization problems, and give a general survey of solver classes for unconstrained and constrained optimization. We also demonstrate methods of derivative evaluation that we used, in particular automatic differentiation. Further, we...