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Newton IPM for MDS and support for GPUs

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@cnpetra cnpetra released this 13 Oct 23:08
· 352 commits to master since this release
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This major release adds

  • a Newton interior-point solver for nonlinear nonconvex optimization to complement the existing Quasi-Newton interior-point solver
  • capabilities to solve optimization solvers with mixed dense and sparse (MDS) blocks: new MDS interface and new MDS linear algebra
  • support for GPU-based acceleration of MDS linear algebra.