Code

Scaled-Algencan

This is an adaptation of Algencan 3.1.1, a safeguarded augmented Lagrangian solver written by E. Birgin and J.M. Martínez, which implements the additional option of scaling the final solution as described in

R. Andreani, G. Haeser, M.L. Schuverdt, L.D. Secchin, P.J.S. Silva. On scaled stopping criteria for a safeguarded augmented Lagrangian method with theoretical guarantees. Mathematical Programming Computation, 14:121-146, 2022

An easy way to incorporate the HSL and Metis packages is also implemented.

URL: https://github.com/leonardosecchin/scaled-algencan

SimpleAL

This is a simple Julia implementation of the safeguarded augmented Lagrangian method for solving nonlinear programming problems, including those with complementarity constraints, described in

Andreani, Rosa, Secchin. On the boundedness of multipliers in augmented Lagrangian methods for mathematical programs with complementarity constraints (submitted). 2025

URL: https://github.com/leonardosecchin/SimpleAL