Optimization solvers in JuliaSmoothOptimizers

07/28/2023, 6:00 PM6:30 PM UTC
32-155

Abstract:

In this presentation, we give an overview of the recent progress regarding the continuous nonlinear nonconvex optimization solvers implemented in the JuliaSmoothOptimizers (JSO) organization. We introduce the new package JSOSuite.jl, a unique interface between users and JSO solvers.

Description:

In this presentation, we give an overview of the recent progress regarding the continuous nonlinear nonconvex optimization solvers implemented in the JuliaSmoothOptimizers (JSO) organization. We introduce the new package JSOSuite.jl, a unique interface between users and JSO solvers.

The package JSOSuite.jl is very user-friendly as one no longer needs to know the different solvers and their corresponding packages ( DCISolver.jl, FletcherPenaltySolver.jl, Percival.jl, RipQP.jl, etc). Moreover, it makes benchmarking algorithms very simple and also opens the door to automatic algorithm selection based on the problem features.

Finally, we will also illustrate the recent improvements of the solvers in terms of performance and memory allocations as well as a new feature for parameter optimization.

Platinum sponsors

JuliaHub

Gold sponsors

ASML

Silver sponsors

Pumas AIQuEra Computing Inc.Relational AIJeffrey Sarnoff

Bronze sponsors

Jolin.ioBeacon BiosignalsMIT CSAILBoeing

Academic partners

NAWA

Local partners

Postmates

Fiscal Sponsor

NumFOCUS