J.-B. Caillau, O. Cots, J. Gergaud, P. Martinon, S. Sed The numerical solution of optimal control of dynamical systems is a rich process that typically involves modelling, optimisation, differential equations (most notably Hamiltonian ones), nonlinear equations (e.g. for shooting), pathfollowing methods… and, at every step, automatic differentiation. While tremendous efforts are being made in...
Julia Smooth Optimizers (JSO) is an organization created in 2015 focused on streamlining the development of research-level optimization solvers and providing high-performance linear algebra and optimization packages for end-users. We are the maintainers of the packages NLPModels.jl, CUTEst.jl, Krylov.jl, LinearOperators.jl, Percival.jl, JSOSolvers.jl, and around 40 other packages. In this...
Nonlinear and mixed-integer optimization have long remained separate fields with their own techniques, representations, and algorithms.
In this talk, we will introduce a novel approach leveraging first-order methods for convex optimization based on the Frank-Wolfe algorithm.
First-order methods are the usual choices for large-scale smooth optimization but are typically not prime candidates...
