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