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NCL

Main Reference

Ma, D., Judd, K., Orban, D., & Saunders, M. (2017). Stabilized optimization via an NCL algorithm (Cahier du GERAD No. G-2017-108). Montréal, QC, Canada: GERAD. doi:10.13140/RG.2.2.18509.54248

Talk

D. Ma, K. L. Judd, D. Orban and M. A. Saunders (2018b), Algorithm NCL for constrained optimization, Linear Algebra and Optimization seminar (CME 510), ICME, Stanford, Apr 5, 2018.

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AMPL implementation of the NCL framework

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