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Sparse optimization solver and enhanced support for device computations

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@cnpetra cnpetra released this 13 Apr 22:52
· 263 commits to master since this release
v0.4.1
281adb5
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Minor fixes missed in v0.4 release.

The salient features of v0.4 release are: [list updated in release v0.4.1]

  • Development of a sparse NLP solver and associated sparse NLP interface
  • Update of the mixed dense-sparse NLP solver to support full GPU compute mode
  • Unit testing and documentation were expanded and consolidated
  • Added partial support for device/GPU computations for the linear algebra of sparse NLPs
  • Second-order corrections to the quasi- and full-Newton search directions
  • Support for the relaxing and adjustment of variables and constraints bounds
  • Implemented gradient-based scaling of the problem
  • Least-squares initialization and computation of the duals
  • Support for inertia computation and regularization for KKT linearizations systems
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