论文标题
solnp+：用于约束非线性优化的无衍生求解器
SOLNP+: A Derivative-Free Solver for Constrained Nonlinear Optimization
论文作者
论文摘要
SOLNP+是用于约束非线性优化的无衍生求解器。它从Ye于1989年提出的Solnp开始，其主要思想使用有限差来近似梯度。我们通过ANSI C实现将隐式过滤，新的重新启动机制和现代二次编程求解器的技术结合到了这个新版本中。与MATLAB的最后一个版本相比，该算法在噪声下的跑步时间和稳健性方面具有很大的优势。 Solnp+可以在https://github.com/copt-public/solnp_plus上免费下载。
SOLNP+ is a derivative-free solver for constrained nonlinear optimization. It starts from SOLNP proposed in 1989 by Ye Ye with the main idea that uses finite difference to approximate the gradient. We incorporate the techniques of implicit filtering, new restart mechanism and modern quadratic programming solver into this new version with an ANSI C implementation. The algorithm exhibits a great advantage in running time and robustness under noise compared with the last version by MATLAB. SOLNP+ is free to download at https://github.com/COPT-Public/SOLNP_plus.
