Nonconvex

Nonconvex.jl is an umbrella package over implementations and wrappers of a number of nonconvex constrained optimization algorithms and packages making use of automatic differentiation. Zero, first and second order methods are available. Nonlinear equality and inequality constraints as well as integer and nonlinear semidefinite constraints are supported. A detailed description of all the algorithms and features available in Nonconvex can be found in the documentation.

The JuliaNonconvex organization

The JuliaNonconvex organization hosts a number of packages which are available for use in Nonconvex.jl. The correct package is loaded using the Nonconvex.@load macro with the algorithm or package name. See the documentation for more details. The following is a summary of all the packages in the JuliaNonconvex organization.

| Package | Description | Tests | Coverage | | ------- | ----------- | ----- | -------- | | Nonconvex.jl | Umbrella package for nonconvex optimization | | | | NonconvexCore.jl | All the interface functions and structs | | | | NonconvexMMA.jl | Method of moving asymptotes implementation in pure Julia | | | | NonconvexIpopt.jl | Ipopt.jl wrapper | | | | NonconvexNLopt.jl | NLopt.jl wrapper | | | | NonconvexPercival.jl | Percival.jl wrapper (an augmented Lagrangian algorithm implementation) | | | | NonconvexJuniper.jl | Juniper.jl wrapper | | | | NonconvexPavito.jl | Pavito.jl wrapper | | | | NonconvexSemidefinite.jl | Nonlinear semi-definite programming algorithm | | | | NonconvexMultistart.jl | Multi-start optimization algorithms | | | | NonconvexBayesian.jl | Constrained Bayesian optimization implementation | | | | NonconvexSearch.jl | Multi-trajectory and local search methods | | | | NonconvexAugLagLab.jl | Experimental augmented Lagrangian package | | | | NonconvexUtils.jl | Some utility functions for automatic differentiation, history tracing, implicit functions and more. | | | | NonconvexTOBS.jl | Binary optimization algorithm called "topology optimization of binary structures" (TOBS) which was originally developed in the context of optimal distribution of material in mechanical components. | | | | NonconvexMetaheuristics.jl | Metaheuristic gradient-free optimization algorithms as implemented in Metaheuristics.jl. | | | | NonconvexNOMAD.jl | [NOMAD algorithm](https://dl.acm