NLPModels.jl and CUTEst.jl: Constrained optimization

By: julia on Abel Soares Siqueira

Re-posted from: https://abelsiqueira.com/blog/2017-02-17-nlpmodelsjl-and-cutestjl-constrained-optimization/

This is a continuation of this
post
.
And again, you can follow the commands of this post in the
asciinema.

If you followed along last post, you should know the basics of our
NLPModels API, including CUTEst access.

One thing I didn’t explore, though, was constrained problems.
It’d complicate too much.

However, now that we know how to handle the basics, we can move to the
advanced.

Nonlinear Programming format

The NLPModels internal structure is based on the CUTEst way of storing a
problem.
We use the following form for the optimization problem: