NLP.py is a Python package for modeling and solving continuous optimization problems.
Sparse matrix storage
Only certain numerical methods and functionalities are available without sparse matrix support.
At least one of the following, depending on requirements:
Without one of the above dependencies, at least the first derivatives must be coded by hand. Second derivatives may be approximated used a quasi-Newton scheme.
One or more of the following, depending on requirements:
Only matrix-free methods are available without one of the above factorizations.
Clone this repo:
git clone https://github.com/PythonOptimizers/NLP.py
Optional: Install optional dependencies. OSX users, see
Optional: if you would like ASL support, copy
site.cfgto match your configuration::
cp site.template.cfg site.cfg
python setup.py build python setup.py install [--prefix=...]