PyGradFlow is a simple implementation of the sequential homotopy method to be used to solve general nonlinear programs.
To solve a nonlinear problem, subclass the Problem class, implementing
its abstract methods, pass a problem instance to a Solver, and call
its solve() method.
Note: This code is for research purposes, not productive use.
- Potschka, A., Bock, H.G. A sequential homotopy method for mathematical programming problems. Math. Program. 187, 459–486 (2021). https://doi.org/10.1007/s10107-020-01488-z
- Pearson, John W., and Andreas Potschka. "A preconditioned inexact active-set method for large-scale nonlinear optimal control problems." arXiv preprint arXiv:2112.05020 (2021).