WARNING: This package is still at its early stage of development.
SeqOpt.jl is a sequential solver for nonlinear optimization. It implements a generalization of Sequential quadratic programming to nonlinear conic programs developed in:
Torbjørn Cunis & Benoît Legat. Sequential sum-of-squares programming for analysis of nonlinear systems. Submitted to the 2023 American Control Conference, arXiv:2210.02142.
SeqOpt.jl is licensed under the MIT License.
Install SeqOpt using Pkg.add:
import Pkg
Pkg.add("https://github.com/blegat/SeqOpt.jl")Use SeqOpt with JuMP as follows:
using JuMP
import SCS
import SeqOpt
model = JuMP.Model(() -> SeqOpt.Optimizer(SCS.Optimizer))Replace SCS.Optimizer with an optimizer capable of solving a
linearized version of your optimization problem.
See CITATION.bib.